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LinearProgramming

LinearProgramming[ c , m , b ] finds the vector x which minimizes the quantity c . x subject to the constraints

and

All entries in the vectors c and b and the matrix m must be numbers.

LinearProgramming gives exact rational number results if its input is exact.

LinearProgramming accepts the same Tolerance option as ConstrainedMax.

See the Mathematica book: Section 3.9.9.

Further Examples

This is a linear programming problem given in terms of a cost function and inequalities.

In[1]:=

Out[1]=

This is the same problem given in matrix form.

In[2]:=

Out[2]=

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