An introduction to linear programming

Many engineering optimization problems can be cast as a Linear Program (LP). Linear Programming is an optimization problem where the objective function and the constraints are linear functions of the optimization variables. In addition, several nonlinear optimization problems can be solved by iteratively solving linearized versions of the original problem. This chapter focuses on the solution of Linear Programs. Different statements of the LP problem are introduced. The Simplex method is explained in both the tabular and matrix forms. Several approaches to the Simplex method are discussed.