Mixed Program

 Linear programming is a method to achieve the best outcome in a mathematical model whose requirements are represented by linear relationships. Linear programming is a special case of mathematical programming.

More formally, linear programming is a technique for the optimization of a linear objective function, subject to linear equality and linear inequality constraints. Its feasible region is a convex polyhedron, which is a set defined as the intersection of finitely many half spaces, each of which is defined by a linear inequality. Its objective function is a real-valued affine function defined on this polyhedron. A linear programming algorithm finds a point in the polyhedron where this function has the smallest value if such a point exists.

Linear programs are problems that can be expressed in canonical form:

where x represents the vector of variables, c and b are vectors of coefficients, A is a matrix of coefficients, and is the matrix transpose. The expression to be maximized or minimized is called the objective function. The inequalities Ax ≤ b and x ≥ 0 are the constraints which specify a convex polytope over which the objective function is to be optimized. In this context, two vectors are comparable when they have the same dimensions. If every entry in the first is less-than or equal-to the corresponding entry in the second then we can say the first vector is less-than or equal-to the second vector.

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