Constrained Optimization: Linear Programs

In this video we introduce the concept of linear optimization problems, AKA linear programs (LPs). LPs are optimization problems where the cost function and constraints are linear (or affine). We examine several examples of linear programs, discuss how to transform general LPs into standard LPs, and examine solving LPs using the Simplex Algorithm (using Matlab’s linprog function).

Topics and timestamps:
0:00 – Introduction
0:51 – Linear Program Definition
8:38 – Example of LP
36:05 – LPs in Standard From
52:40 – The Simplex Algorithm
58:34 – Matlab’s linprog

References
-Spyros Reveliotis, “An Introduction to Linear Programming and the Simplex Algorithm” (https://www2.isye.gatech.edu/~spyros/LP/node2.html#SECTION00010010000000000000)
-Dimitri Bertsimas and John Tsitsiklis, “Introduction to Linear Optimization (http://athenasc.com/linoptbook.html)

All Optimization videos in a single playlist (https://www.youtube.com/playlist?list=PLxdnSsBqCrrHo2EYb_sMctU959D-iPybT)

#Optimization

You can support this channel via Patreon at https://www.patreon.com/christopherwlum. Thank you for your help!