Linear programming is an important branch of mathematical programming in operational research. Since 1947 G.B. Danzig put forward the simplex method for solving linear programming, linear programming has matured in theory. In practice, because computer can handle thousands of linear programming problems with constraints and decision variables, it is one of the basic methods often used in modern linear programming management. When solving practical problems, it is necessary to reduce the problem to a linear programming mathematical model. The key and difficult point is to choose the appropriate decision variables to establish the appropriate model, which directly affects the solution of the problem.

The objective function and constraint conditions of linear programming problems are linear functions; Constraints are marked as s.t. (that is, obedience). The objective function can be the maximum or minimum value, and the inequality sign of the constraint condition can be the less than sign or the greater than sign.

The (mathematical) standard form of general linear programming problem is

Examples of linear programming