# Questions tagged [linear-programming]

Questions on linear programming, the optimization of a linear function subject to linear constraints.

3,588 questions
Filter by
Sorted by
Tagged with
493 views

### MATLAB LP formulation of investment problem (in Bertsimas' lecture notes)

I wish to write MATLAB codes to solve the following linear programming problem found in Bertsimas' lecture notes: My attempt was as follows (sequence of variables for f' is A, B, C, D, E, Cash1, ...
58 views

### intuitive explanation of sparsity / references

I know it is a vague question, but I am confused by why/when we actually want sparsity of a matrix. For example, interior-point methods work better when constraint matrix is sparse. Similarly, it is ...
943 views

### Linear combination question in Linear Programming Problem

I have two constraints in a linear programming model: x1 + x2 <= 5 x1 >= 2 Note that there are no nonnegativity constraints so the problem is unbounded from below. The point (2,3) is the only ...
444 views

54 views

113 views

### Proof required for an alternate method in solving a linear programming problem

Suppose that P and Q are two of the corner points of the feasible region lying completely in the first quadrant. In addition, P is located at South-East of Q*. z = 0 (or more specifically, Ax + By = ...
22 views

### Use Exact Non-linear formulation or a linear approximation?

I am writing a paper that discusses results to solve stochastic problems with recourse analytically. The problem is nonlinear. I can also write an approximate stochastic linear program to sove the ...
982 views

### Minimal set of inequalities

I have a set of $m$ linear inequalities in $R^n$, of the form $$A x \leq b$$ These are automatically generated from the specification of my problem. Many of them could be removed because they are ...