Linear Optimization Lecture 7 Flashcards
the goal of Linear Optimization is what
choose values for a set of decision variables that
optimize (i.e., maximize/minimize) a linear objective function subject to linear equality and/or inequality constraints
It’s called linear optimization because:
objective is linear in x and y,
AND constraints are linear in x and y.
what did Jean Baptiste Joseph Fourier (1768-1830) do
Fourier-Motzkin elimination for solving system of linear inequalities
what did Leonid Vitaliyevich Kantorovich (1912-1986) do
developed earliest linear optimization models during World War II
what did George Bernard Dantzig (1914-2005) do
developed simplex algorithm to solve linear optimization models
go over how to!!!
with practice (lots)