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.

  1. Reformulate the following absolute value model as an LP: .

  2. Solution.
  3. Explain how to measure the sensitivity of the optimal value as a function of c.

  4. Solution.
  5. Simplify the reformulation if f = 0 and we require x >= 0 .

  6. Solution.
 


Last updated: March 7, 1997