A Short Course in Linear Programming
Lesson 5. More formulation & analysis
First, look at the following entries in the Mathematical
Programming Glossary.
Second, review previous lessons, and take the complete On-Line
Tutorial offered by Maximal Software. (You can also download a free
student version of their MPL for Windows with the CPLEX solver.) Then,
look at any or all of the introductions listed in my collection of LP
sites, particularly under the heading of Aids for Teaching &
Learning.
Third, go through my Myths
and Counterexamples -- LP. (Return later if you do not understand
some of them now.)
Exercises.
-
Reformulate the following absolute value model as an LP: .
Solution.
-
Explain how to measure the sensitivity of the optimal value as a function
of c.
Solution.
-
Simplify the reformulation if f = 0 and we require
.
Solution.
Last updated: March 7, 1997