1. Modeling and graphic resolution
1.1 Modeling
In optimization and, more generally, in operations research, modeling a problem consists in identifying the intrinsic variables, the various constraints to which these variables are subject and, finally, in defining the desired objective (optimization). In a linear programming (LP) problem, the constraints and objective are linear functions of the variables.
We're going to study a particular example of linear programming, which will serve as a reference example throughout the article. This is a deliberately simple production problem. The aim here is not to solve the problem, but to introduce the fundamental notions and concepts of linear programming. In this example, we consider a factory producing two products P 1...
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Modeling and graphic resolution
General forms of a linear program
Bibliography
Software tools
GLPK – Gnu Linear Programming Kit (Linux version) [Software]
LPSOLVE, (multi-platform version under LGPL license)
IBM ILOG CPLEX Optimization Studio (multi-platform version)
MATLAB – Optimization toolbox
CMPL –
Websites
COIN-OR: COmputational INfrastructure for Operations Research
ROADEF: French Society for Operational Research and Decision Support
http://www.roadef.org/content/index.htm
ENSTA Operations...
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