Linear programming is a powerful optimization technique that is used to improve decision making in many domains. This is the first part in a multi-part series that will cover important topics having to do with linear programming. This first article will be the most simple and is meant to cover the basics before getting into more advanced linear programming topics.
In this article, we will:
- Discuss what constitutes a linear programming problem
- Go over how linear programming works and why it is powerful
- Run a linear programming example in Python
I personally find examples to be a very effective vehicle for learning technical topics. For that reason, we will be following a simple example throughout this article. I’ll introduce the example in the next section.
Before we dive in, if you aren’t very familiar with the basic concepts and terminology of optimization, I wrote an intro to optimization article that I encourage you to check out before continuing (there are many generic optimization terms in this article that I do not define).