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Lecture 9: Linear Programming

Lecture 9: Linear Programming

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Feasible vectors<br />

• 2-D example: Z = x 1 + x 2<br />

x 1<br />

x 2<br />

x 2 – x 1 < 1<br />

Optimal feasible vector<br />

x 1 < 3<br />

Feasible basic vector<br />

x 1 + 2x 2<br />

< 4<br />

∇Z<br />

Space of<br />

feasible vectors<br />

198

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