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Chapter 13: Linear Optimization

Published in Society for Industrial and Applied Mathematics eBooks • Jan 1, 2020
NobleIDNI2P05W50R02S40
Authors:
Jeffrey Humpherys
,
Tyler J. Jarvis

Abstract

If the objective function in an unconstrained optimization problem is linear and nontrivial, then, as shown in Exercise 12.12 it has no minimum nor maximum. But many interesting and important problems correspond to minimizing a linear function with some additional constraints. Problems where the obj...

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