Computational Mathematics

Cape Peninsula University of Technology (CPUT)

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COMPUTATIONAL MATHS LINEAR PROGRAMMING NOTES SUMMARY
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May 2025

2024/2025
1 Basics Linear Programming deals with the problem of optimizing a linear objective function subject to linear equality and inequality constraints on the decision variables. Linear programming has many practical applications (in transportation, production planning, ...). It is also the building block for combinatorial optimization. One aspect of linear programming which is often forgotten is the fact that it is also a useful proof technique. In this first chapter, we describe some linear pr...
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