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LinearProgramming

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LinearProgramming[c, m, b]
finds a vector x which minimizes the quantity c.x subject to the constraints m.xb and x≥0.
LinearProgramming[c, m, {{b1, s1}, {b2, s2}, ...}]
finds a vector x which minimizes c.x subject to x≥0 and linear constraints specified by the matrix m and the pairs {bi, si}. For each row mi of m, the corresponding constraint is mi.xbi if si1, or mi.xbi if si0, or mi.xbi if si-1.
LinearProgramming[c, m, b, l]
minimizes c.x subject to the constraints specified by m and b and xl.
LinearProgramming[c, m, b, {l1, l2, ...}]
minimizes c.x subject to the constraints specified by m and b and xili.
LinearProgramming[c, m, b, {{l1, u1}, {l2, u2}, ...}]
minimizes c.x subject to the constraints specified by m and b and lixiui.
LinearProgramming[c, m, b, lu, dom]
takes the elements of x to be in the domain dom, either Reals or Integers.
LinearProgramming[c, m, b, lu, {dom1, dom2, ...}]
takes xi to be in the domain domi.
  • All entries in the vectors c and b and the matrix m must be real numbers.
  • None is equivalent to specifying no bounds.
  • LinearProgramming gives exact rational number or integer results if its input consists of exact rational numbers.
  • LinearProgramming finds approximate numerical results if its input contains approximate numbers. The option Tolerance specifies the tolerance to be used for internal comparisons. The default is Tolerance->Automatic, which does exact comparisons for exact numbers, and uses tolerance 10^(-6) for approximate numbers.
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