Linear Programming

Linear programming (LP) is the fundamental modeling method of Operations Research. But briefly an LP should adhere to the following rules.

• Neither constraints nor the objective function may contain non-linear terms.
• Decision variables are all continuous. They may not be binary or integer.
• Decision variables can be either non-negative (\(x \ge 0\)) or unrestricted (urs).

\[\begin{gather} \min z = c^\mathsf{T}x \\ Ax = b \\ x \ge 0 \\ \end{gather}\]

Special commands

In ompr, we start by defining the model with MIPModel()

• add_variable is used to add