Mathematical Programming

Mathematical Programming:

It is any optimization problem in which a function f(x) (called objective function) is optimized subject to a set of constraints. The function f(x) and the constraints could be linear or non-linear functions, and they must be deterministic without a temporal structure in its formulation. The objective function is a scalar function.

When the variables of the model (in both the objective function f(x) and constraints) maintain linear relations, the model refers to a linear programming problem.


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