I want to minimize x1 + x2) and list the constraints (e.g. 0 <= x1 <= 10 and 5 < x2 <= 100).<BR><BR>However, upon reading and re-reading this problem, the solution seems intuitive and flat out ...

The Constraints (aka inputs) First, the rules of the game must be established in the form of operating constraints, which form the “dimensions of the field” that the solver will ultimately play in.

IE 53500 - Linear Programming Optimization of linear objective functions subject to linear constraints. Development of theory and algorithmic strategies for solving linear programming problems. IE ...

Linear Programming: Basics, Simplex Algorithm, and Duality. Applications of Linear Programming: regression, classification and other engineering applications. Integer Linear Programming: Basics, ...

The book also addresses linear programming duality theory and its use in algorithm design as well as the Dual Simplex Method, Dantzig-Wolfe decomposition, and a primal-dual interior point algorithm.

Cutting Plane: A technique for iteratively adding linear constraints to an optimisation problem to eliminate infeasible regions and tighten the formulation. Mixed-Integer Nonlinear Programming ...