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This lecture introduces the fundamentals of linear optimization, focusing on elementary linear programming concepts. Instructor Tsvetan Asamov discusses the diet problem as a practical application, emphasizing the need for constraints related to energy, protein, and calcium intake. Key topics include the formulation of the objective function, understanding feasible and optimal solutions, and exploring various types of linear programming problems such as unique optimal solutions, infeasible problems, and unbounded problems. Essential linear algebra concepts like vectors and matrices are also reviewed.
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Linear Optimization Lecture 1: Introduction Instructor: TsvetanAsamov
Elementary Linear Programming with Applications, 2nd edition by Bernard Kolman and Robert E. Beck
Example Need: Energy (2000 kcal), Protein (55 g), Calcium (800 mg)
Linear Programming • Objective function • Linear equations (equalities) • Linear inequalities • Linear equations and linear inequalities are referred to as linear constraints
Diet Problem • Objective function • Feasible solution • Optimal solution • Optimal value: 92.5
Linear programming problems • Unique optimal solution • Many optimal solutions • No optimal solutions • Infeasible problems
Linear programming problems • Unique optimal solution • Many optimal solutions • No optimal solutions • Infeasible problems • Unbounded problems
Reading Assignment • Review linear algebra • Vectors • Matrices • Matrix multiplication • Matrix inversion • Gauss-Jordan reduction • Linear independence and basis • Subspaces