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单词 Mixed integer linear programming
释义

Mixed integer linear programming

中文百科

线性规划 Linear programming

(重定向自Mixed integer linear programming)
线性规划
两个变量的线性规划问题中,一组线性约束条件划定了对两个变量的解的可行域。可解的问题会有一个简单多边形的可行域。
A pictorial representation of a simple linear program with two variables and six inequalities. The set of feasible solutions is depicted in yellow and forms a polygon, a 2-dimensional polytope. The linear cost function is represented by the red line and the arrow: The red line is a level set of the cost function, and the arrow indicates the direction in which we are optimizing.

在数学中,线性规划Linear Programming,简称LP)特指目标函数和约束条件皆为线性的最优化问题。

线性规划是最优化问题中的一个重要领域。在作业研究中所面临的许多实际问题都可以用线性规划来处理,特别是某些特殊情况,例如:网络流、多商品流量等问题,都被认为非常重要。目前已有大量针对线性规划算法的研究。很多最优化问题算法都可以分解为线性规划子问题,然后逐一求解。在线性规划的历史发展过程中所衍伸出的诸多概念,创建了最优化理论的核心思维,例如「对偶」、「分解」、「凸集」的重要性及其一般化等。在微观经济学和商业管理领域中,线性规划亦被大量应用于例如降低生产过程的成本等手段,最终提升产值与营收。乔治·丹齐格被认为是线性规划之父。

英语百科

Linear programming 线性规划

(重定向自Mixed integer linear programming)
A pictorial representation of a simple linear program with two variables and six inequalities. The set of feasible solutions is depicted in yellow and forms a polygon, a 2-dimensional polytope. The linear cost function is represented by the red line and the arrow: The red line is a level set of the cost function, and the arrow indicates the direction in which we are optimizing.
A closed feasible region of a problem with three variables is a convex polyhedron. The surfaces giving a fixed value of the objective function are planes (not shown). The linear programming problem is to find a point on the polyhedron that is on the plane with the highest possible value.
Leonid Kantorovich

Linear programming (LP; also called linear optimization) is a method to achieve the best outcome (such as maximum profit or lowest cost) in a mathematical model whose requirements are represented by linear relationships. Linear programming is a special case of mathematical programming (mathematical optimization).

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