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).

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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 ...
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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: ...
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What is the economic interpretation of the solution of this optimal control problem?

I have the following optimal control problem $$\max_{c_t} \int^{\infty}_0 e^{-p_it}\ln(c_t(i))dt$$ subject to $$\dot{w_t}(i)=rw_t(i) -n_ic_t(i)$$ $$w_0(i)=w_0>0$$ I have some wealthy and ...