Contents

Linear Programming

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Terminology for Solutions

feasible solution :

A **solution for which all the constraints are satisfied.

feasible region :

The collection of all feasible solutions.

infeasible solution :

A solution for which at least one constraint is violated, for a problem to have no feasible solutions.

optimal solution :

A feasible solution that has the most favorable value of the objective function.

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🚩Standard Form of LP

To initialize the method, one must transform all inequality constraints into equalities and must know one feasible, nonnegative solution.

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before that we should make $b_i$ nonnagitive, if not, mutiply -1.

if min z , ok, or if max z, make it min.

a free viriable should represented by: $x_i = x^{'}_i - x^{''}_i$

$x_i>c$ can be represeneted by: $x^{'}_i = x_i -c >0$, so $x_i = x^{'}_i + c$

after doing these, we then add slack or surplus or artificial viviables.

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Slack Viriables

for

$$ a_{i1} x_1 + a_{i2} x_2 + …. + a_{in} x_n < b_i $$

make

$$ a_{i1} x_1 + a_{i2} x_2 + …. + a_{in} x_n + x_{n+1} = b_i $$

Surplus Viriables

for

$$ a_{i1} x_1 + a_{i2} x_2 + …. + a_{in} x_n > b_i $$

make

$$ a_{i1} x_1 + a_{i2} x_2 + …. + a_{in} x_n - x_{n+1} = b_i $$