Linear Programming
A linear program is a mathematical optimization process subject to some constraints that all must be true.
The objective function must be linear, and the M constraints also must be in the
form something linear (<= | >= | =) constant
. There are extensions that add
strict inequalities but normal LP does not.
The word program is referring to "scheduling", where the field was developed.
Trivial example
decision variables: x1, x2, x3
objective: max or min some linear function like x1 + x2 - x3
constraints: [
0 <= x1, x2, x3 <= 1
] of length m