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1.2.6 Linear Programming

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INPUT OUTPUT

**
Input Description:
**
A set of linear inequalities, a linear objective
function.
**
Problem:
**
Find the assignment to the variables maximizing the objective
function while satisfying all inequalities.

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Implementations

LP_SOLVE: Linear Programming Code (C) (rating 9)

Linprog -- low dimensional linear programming (C) (rating 4)

Netlib / TOMS -- Collected Algorithms of the ACM (FORTRAN) (rating 4)

Discrete Optimization Methods (Pascal) (rating 3)

Algorithms in C++ -- Sedgewick (C++) (rating 2)

##
Related Problems

Knapsack Problem

Network Flow

Constrained and Unconstrained Optimization

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This page last modified on Tue Jun 03, 1997
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