Abstract
A linear programming problem consists in finding the maximum (resp. minimum) value of a linear functional, subject to a finite number of linear constraints. If c and ai, i = 1,…, m are elements of ℝn, and if b = (b1,…, b m ) belongs to ℝm, the most general form of a linear programming problem is the following: Maximize (resp. minimize)
subject to the conditions
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© 2001 Springer-Verlag Berlin Heidelberg
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Florenzano, M., Le Van, C. (2001). Linear Programming. In: Finite Dimensional Convexity and Optimization. Studies in Economic Theory, vol 13. Springer, Berlin, Heidelberg. https://doi.org/10.1007/978-3-642-56522-9_4
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DOI: https://doi.org/10.1007/978-3-642-56522-9_4
Publisher Name: Springer, Berlin, Heidelberg
Print ISBN: 978-3-642-62570-1
Online ISBN: 978-3-642-56522-9
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