Linear programming is an extremely general technique, and its applications are limited mainly by our imaginations and our ingenuity.
Linear Programming is:
"A method to allocate scarce resources to competing activities in an optimal manner when the problem can be expressed using a linear objective function and linear inequality constraints."
A linear program consists of:
- a set of variables
- a linear objective function
- a set of linear constraints
Decision Variables
The variables in a linear program are a set of quantities that need to be determined in order to solve the problem.
The variables are sometimes called decision variables because the problem is to decide what value each variable should take.
Typically, the variables represent the amount of a resource to use or the level of some activity.
Objective Function
The objective of a linear programming problem will be to maximize or to minimize some numerical value.
Constraints
Constraints define the possible values the variables of a linear programming problem may take. They typically represent resource constraints, or the minimum or maximum level of some activity.
Non-negativity Constraints
For technical reasons, the variables of linear programs must always take non-negative values.
References
Linear Programming