Linear

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

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