1 / 14

Linear Optimization

Linear Optimization. Lecture 1: Introduction Instructor: Tsvetan Asamov. Elementary Linear Programming with Applications, 2 nd edition by Bernard Kolman and Robert E. Beck. Example. Need: Energy (2000 kcal), Protein (55 g), Calcium (800 mg). Example. Diet Problem Formulation.

zarifa
Télécharger la présentation

Linear Optimization

An Image/Link below is provided (as is) to download presentation Download Policy: Content on the Website is provided to you AS IS for your information and personal use and may not be sold / licensed / shared on other websites without getting consent from its author. Content is provided to you AS IS for your information and personal use only. Download presentation by click this link. While downloading, if for some reason you are not able to download a presentation, the publisher may have deleted the file from their server. During download, if you can't get a presentation, the file might be deleted by the publisher.

E N D

Presentation Transcript

  1. Linear Optimization Lecture 1: Introduction Instructor: TsvetanAsamov

  2. Elementary Linear Programming with Applications, 2nd edition by Bernard Kolman and Robert E. Beck

  3. Example Need: Energy (2000 kcal), Protein (55 g), Calcium (800 mg)

  4. Example

  5. Diet Problem Formulation

  6. Linear Programming Examples

  7. Linear Programming • Objective function • Linear equations (equalities) • Linear inequalities • Linear equations and linear inequalities are referred to as linear constraints

  8. Standard Form

  9. Diet Problem • Objective function • Feasible solution • Optimal solution • Optimal value: 92.5

  10. Linear programming problems • Unique optimal solution • Many optimal solutions • No optimal solutions • Infeasible problems

  11. Linear programming problems • Unique optimal solution • Many optimal solutions • No optimal solutions • Infeasible problems • Unbounded problems

  12. Problems

  13. Problems

  14. Reading Assignment • Review linear algebra • Vectors • Matrices • Matrix multiplication • Matrix inversion • Gauss-Jordan reduction • Linear independence and basis • Subspaces

More Related