[Math] linear programming

algorithmscomputer sciencelinear algebralinear programmingoptimization

I asked this question on Stack Overflow but it was closed as "not programming related". So I think this is probably the best place for it…


I read over the wikipedia article, but it seems to be beyond my comprehension. It says it's for optimization, but how is it different than any other method for optimizing things?

An answer that introduces me to linear programming so I can begin diving into some less beginner-accessible material would be most helpful.

Best Answer

The standard form (and example) sections pretty well describe what it is.

How is it different than any other method for optimizing things?

It's, well, just another method. However, it is somewhat special in that many other optimization algorithms either use linear programming as part of their solution, or are in reality a specialized solution to a linear programming problem. In fact, integer linear programming is NP-complete, meaning that any problem in NP can be stated as an (integer) linear programming problem.
(this also means solving your typical integer linear programming problem is much more difficult than if we didn't restrict ourselves to integers..)

Related Question