Computational Mathematics
Cape Peninsula University of Technology (CPUT)
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COMPUTATIONAL MATHS LINEAR PROGRAMMING NOTES SUMMARY
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---33mayo 20252024/2025
- 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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