introduction Flashcards
linear programming problem
minimising or maximising a linear function subject to linear constraints
How to develop an LP model
- decide the decision variables
- determine the objective function
- what are the explicit constraints
- what are the implicit constraints
Decision variables
x₁,x₂,…,xₙ
Objective function
c₁x₁ + c₂x₂ + … +cₙxₙ
cost coefficiants
c₁,c₂,…,cₙ
constraints
a₁₁x₁ + a₁₂x₂ + … + a₁ₙxₙ {≤,≥,=} b₁
…
components of an LP problem in matrix form
decision vector, x (column vector of decision variables)
constraint matrix, A (matrix with rows for each constraint)
cost vector, c (column vector with all cost coeficiants)
RHS vector, b (with all RHS of all the constraints)
matrix with all the symbols from the constrains, D
LP in matrix form
min/max (cᵀx) subject to AxDb plus any implicit constraints
feasible points
are the points x that satisfy all the constraints
feasible region
the set of all feasible points
standard form
min cᵀx s.t. Ax = b x≥0
canonical form
min cᵀx s.t. Ax ≥ b x≥0
how to get into standard form (or canonical form)
- multiply objective func by -1 to be into minimise
- add slack variables to get into an equality. if ≥ then -s if ≤ then +s
- to convert a fre variable replace it with two non-negative variables
- separate upper and lower bounds into individual restrictions then correct via step 2.