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LP in general Max/min a linear function of variables a Called the objective function All constraints are linear(in)equalities Equational form Superscript transpose of vectors max cr maXC1x1+…+Cnxn s t. Ax= b st.a1x1+…+amxn=b ≥0,Vi=1,… a x: variables Inequality: entry-wise a(A, b): coefficients in constraintsLP in general ◼ Max/min a linear function of variables ❑ Called the objective function ◼ All constraints are linear (in)equalities ◼ Equational form: max 𝒄 𝑇𝒙 max 𝑐1𝑥1 + ⋯ + 𝑐𝑛𝑥𝑛 s.t. 𝐴𝒙 = 𝒃 s.t. 𝑎𝑖1𝑥1 + ⋯ + 𝑎𝑖𝑛𝑥𝑛 = 𝑏𝑖 , ∀𝑖 = 1, … , 𝑚 𝒙 ≥ 𝟎 𝑥𝑖 ≥ 0, ∀𝑖 = 1, … ,𝑛 ❑ 𝒙: variables. ❑ (𝐴, 𝒃): coefficients in constraints Superscript T: transpose of vectors. Inequality: entry-wise 8
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