Questions tagged [linear-programming]

Linear programming (also called linear optimization) is a method to achieve the best outcome (such as maximum profit or lowest cost) in a mathematical model whose requirements are represented by linear relationships. Linear programming is a special case of mathematical programming (mathematical optimization).

5 questions with no upvoted or accepted answers
Filter by
Sorted by
Tagged with
3
votes
0answers
61 views

Optimisation of bonds

I'm doing an optimisation problem but don't understand what the terms mean. Suppose someone wants to invest $110,000. They have 4 choices as to what they invest their money into: municipal bond ...
2
votes
0answers
31 views

Market clearing price and dual variables in auctions

Suppose the allocation of an auction (or a market) is defined by the solution of a linear program. Then it is known that the associated clearing price is given by the dual variable associated to the ...
1
vote
0answers
86 views

Conic optimization in economics

Are there any mainstream economic models that rely on conic optimization to solve for decision variables? Conic optimization is a type of convex optimization problem, different from linear and ...
1
vote
0answers
25 views

Simplex Lp interpretation of dual problem´s solution

I am wondering whether my interpretation of my simplex dual problem result is correct. The primal problem is: ...
0
votes
0answers
9 views

Algorithms/Models to solve minimal Matchings for consumer producer household pairs

I’m working on the following problem: Minimising the electricity price for household trading pairs. There’s producer and consumer households. Trades are just possible between producers and consumers. ...