mindfultatiana / linear_programming

Short tutorial on linear programming

Linear programming tutorial

This short tutorial on linear programming used to be part of the No bullshit guide to linear algebra, but was cut from the main text of the book, because it might not be interesting to all readers.

Business students will find this tutorial useful as it gives three points of view:

• algorithmic (the steps of the simplex algorithm)
• graphical (visual representation of the various coordinate systems used during algorithm)
• numerical (practical computations using the computer algebr system SymPy)

Story

This "feature cut" was done back in Jun 2015. Here is the commit message:

changeset:   185:3ca7ddf396f7
user:        Ivan Savov
date:        Sun Jun 14 11:35:15 2015 -0400
summary:     Moved Linear Programming out of Applications chapter. 
             No way I can hold the readers attention for 20 pages with that shit. 
             Will release it as a bonus free tutorial or something.

Todo

• Finish the section on duality
• Add more illustrations
• Express every tableau as a s series of inequalities (as per Prof. Avis recommendation)

The book

Readers interested in learning about linear algebra explained in a text that gets to the point should check out the book where this tutorial was supposed to appear: the No bullshit guide to linear algebra.

Reuse

Feel free to use this text for you classes or tachings on LP. The license is MIT, a.k.a, do what you want with it.

The TikZ code used to generate the graphs is available upon request.