LinearProgramming

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

LinearProgramming[c, m, , , , , ... ] finds a vector x which minimizes c.x subject to and linear constraints specified by the matrix m and the pairs , . For each row of m, the corresponding constraint is if , or == if == 0, or if .

LinearProgramming[c, m, b, l] minimizes c.x subject to the constraints specified by m and b and .

LinearProgramming[c, m, b, , , ... ] minimizes c.x subject to the constraints specified by m and b and .

LinearProgramming[c, m, b, , , , , ... ] minimizes c.x subject to the constraints specified by m and b and .

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

The bounds and must be real numbers or Infinity or -Infinity.

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

LinearProgramming returns unevaluated if no solution can be found.

LinearProgramming accepts the same Tolerance option as ConstrainedMax.

See The Mathematica Book: Section 3.9.9.

See also: ConstrainedMax.

Further Examples