LinearProgramming

LinearProgramming(coefficientsOfLinearObjectiveFunction, constraintList, constraintRelationList)

the LinearProgramming function provides an implementation of George Dantzig’s simplex algorithm for solving linear optimization problems with linear equality and inequality constraints and implicit non-negative variables.

See

• Wikipedia - Linear programming

Examples

>> LinearProgramming({-2, 1, -5}, {{1, 2, 0},{3, 2, 0},{0,1,0},{0,0,1}}, {{6,-1},{12,-1},{0,1},{1,0}})
{4.0,0.0,1.0}

solves the linear problem:

Minimize -2x + y - 5

with the constraints:

  x  + 2y <=  6
  3x + 2y <= 12
        x >= 0
    y >= 0

Related terms

NMaximize, NMinimize

Implementation status

• ☑ - partially implemented

Github

• Implementation of LinearProgramming