(definition)
Definition: A problem expressible in the following form. Given an n × m real matrix A, m-vector b and n-vector c, determine minx{c· x | Ax ≥ b and x ≥ 0} where x ranges over all n-vectors and the inequalities are interpreted component-wise, i.e., x ≥ 0 means that the entries of x are nonnegative.
See also dual linear program.
Note: From Algorithms and Theory of Computation Handbook, page 34-18 (also pages 31-33 and 32-39), Copyright © 1999 by CRC Press LLC. Appearing in the Dictionary of Computer Science, Engineering and Technology, Copyright © 2000 CRC Press LLC.
Author: CRC-A
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Entry modified 15 December 2008.
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Cite this as:
Algorithms and Theory of Computation Handbook, CRC Press LLC, 1999, "linear program", in
Dictionary of Algorithms and Data
Structures [online], Paul E. Black, ed.,
U.S. National Institute of
Standards and Technology. 15 December 2008. (accessed TODAY)
Available from: http://www.nist.gov/dads/HTML/linearProgramming.html