Linear Programming with Constraints -


Is there a hindrition on the optimization function? Is there a known algorithm for finding the maximum maximum? That is, I am interested in finding the maximum

c T x

under the constraint

Ax & lt; = B

However, I also request that

c t x

It looks like a simple algorithm, but I have an extra barrier at the maximum cost.

Simple line algorithms can deal with any linear barriers and linear object functions. If some linear obstructions create the purpose function, then nothing is special in all, no LP Solver can do the trick!

This can be useful to add a new decision variable.

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