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Wednesday, 28 January 2009

Linear Programming

For those that are working on optimisation of some sort, Linear Programming (LP) is a mathematical method generally used to get optimal solutions for one problem.  We have an objective function that we want to maximise or minimise (maximising profits, minimising congestion), we have a series of constraints (a certain amount of budget, a certain capacity in a line), and LP gives the optimal result(s), if there is one (how much to produce to maximise profit? where to route traffic to minimise congestion?).

In my work on Traffic Engineering I bang myself quite often with LP. Since this is something new to me it is sometimes hard to grasp papers that use this technique. And I've realised that most of my colleague researchers tend not to like very much of papers that have lots of mathematical formulae... :) but sometimes they are indeed fundamental. Now I've found an excellent tutorial that explains in an amazingly intelligible and simple manner this mathematical method. Check it here:

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