Low-Dimensional Linear Programming

Presentation by:  Marc Lebovitz


 
 

Motivation

(taken from Bertsimas and Tsitsiklis)
    "Programming" was originally used to describe the process of operations planning and resource allocation.
    In the 1940's, this process began to be used to solve optimization problems involving linear constraints and objectives.
    Some application areas include: transportation, economics, military operations, and
scheduling.

    For example, we might use linear programming to find: (thanx to Winston and Albright)

        minimum cost network flow model (for transportation, etc.)
        asset allocation (what % to invest in stocks, gold, and T-bills)
        which polygons are completely outside a view frustum
        .
        .
        .