Linear Programming

• If you can model it, you likely can solve it

• Continuous decision variables

  • 1 <= x0 <= 5
  • 
    1 5

• Linear constraints and objective

  • 3x0+ 2.5x1 + 162x2 - 7x3 <= 21

• “To a first order approximation, the worlds is linear” -- Robert Simons

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