Optimization, Algorithms, Python, Linear Programming, Operations Research.
the set of all vectors satisfying constraints, we will obtain convex polygon. In the linear program, we want to find a vector x ⃰∈ Rⁿ maximizing(or minimizing) the value of given linear function among all vectors x ∈ Rⁿ. In our example, vector (3, 4) will give the best result. Basic Concepts The