Web Reference: Linear programming (LP), also called linear optimization, is a method to achieve the best outcome (such as maximum profit or lowest cost) in a mathematical model whose requirements and objective are represented by linear relationships. ALGLIB LP solver supports the most general formulation of linear programming problems: any mix of bounded, ranged, fixed or free variables with equality, inequality, or ranged linear constraints. In Section 3.1, we begin our study of linear programming by describing the general char-acteristics shared by all linear programming problems. In Sections 3.2 and 3.3, we learn how to solve graphically those linear programming problems that involve only two variables.
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