2. Linear Programming Problem Formulation

We are not going to be concerned in this class with the question of how LP problems are solved. Instead, we will focus on problem formulation -- translating real-world problems into the mathematical equations of a linear program -- and interpreting the solutions to linear programs. We will let the computer solve the problems for us.

This section introduces you to the process of formulating linear programs. The basic steps in formulation are:

  1. Identify the decision variables;
  2. Formulate the objective function; and
  3. Identify and formulate the constraints.
  4. A trivial step, but one you should not forget, is writing out the non-negativity constraints.

The only way to learn how to formulate linear programming problems is to do it. The two examples below will take you through the steps involved in formulating a couple of relatively simple problems.

Example 1. A Lumber Mill Problem

Example 2. A Logging Problem


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