Tutorial 1 Introduction to LP formulations - MIT ：教程1介绍LP配方-麻省理工学院.pdf

1 Linear Programming Optimization is an important and fascinating area of management science and operations research . It helps to do less work, but gain more. Linear programming (LP) is a  Applicability : There are many real- central topic in optimization. It world applications that can be provides a powerful tool in modeled as linear programming ; modeling many applications. LP  Solvability: There are theoretically has attracted most of its attention and practically efficient techniques in optimization during the last six for solving large-scale problems. decades for two main reasons : Hi! My name is Cathy. I will guide you in tutorials during the semester. In this tutorial, we introduce the basic elements of an LP and present some examples that can be modeled as an LP. In the next tutorials, we will discuss solution techniques. 2 Basic Components of an LP: Each optimization problem consists of three elements:  decision variables : describe our choices that are under our control;  objective function : describes a criterion that we wish to minimize (e.g., cost) or maximize (e.g., profit) ;  constraints: describe the limitations that restrict our choices for decision variables. Formally, we use the term “linear programming (LP)” to refer to an optimization problem in which the objective function is linear and each constraint is a linear inequality or equality. I’ll discuss these features soon. 3 An Introductory