1. __A Brief Introduction to Linear Programming__

Linear programming is __not__ a programming language like
C++, Java, or Visual Basic. Linear programming can be defined
as:

"A method to allocate scarce resources to competing activities in an optimal manner when the problem can be expressed using a linear objective function and linear inequality constraints."

A linear program consists of a set of variables, a linear objective
function indicating the contribution of each variable to the desired
outcome, and a set of linear constraints describing the limits
on the values of the variables. The "answer" to a linear
program is a set of values for the problem variables that results
in the best -- largest or smallest -- value of the objective function
and yet is consistent with all the constraints. *Formulation*
is the process of translating a real-world problem into a linear
program. Once a problem has been formulated as a linear program,
a computer program can be used to solve the problem. In this regard,
solving a linear program is relatively easy. The hardest part
about applying linear programming is formulating the problem and
interpreting the solution.

The following links describe the basic elements that linear programming problems are made of."

- What are linear functions?
- What are the decision variables?
- What is the objective function?
- What are the constraints?
- What are the non-negativity constraints?

Now that you have a general idea -- albeit, an abstract one -- of the structure of a linear program, the next step is to consider the process of formulating a linear programming problem. The following section walks you through the process of formulating two example problems. This should help give you a more concrete idea of what a linear program is.

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