NMaximize

NMaximize({maximize_function, constraints}, variables_list)

the NMaximize 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

>> NMaximize({-2*x+y-5, x+2*y<=6 && 3*x + 2*y <= 12 }, {x, y})
{-2.0,{x->0.0,y->3.0}}

solves the linear problem:

Maximize -2x + y - 5

with the constraints:

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

Related terms

LinearProgramming, NMinimize

Implementation status

• ✅ - full supported

Github

• Implementation of NMaximize