Linear Programming

Giorgio Giorgi, Bienvenido Jiménez and Vicente Novo
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Giorgio Giorgi: University of Pavia
Bienvenido Jiménez: National University of Distance Education
Vicente Novo: National University of Distance Education

Chapter Chapter 5 in Lectures on Mathematics for Economic and Financial Analysis, 2025, pp 313-348 from Springer

Abstract: Abstract Linear programming problems are a central subjects of several economic and financial models. This chapter is concerned with basic properties of linear programming problems and of their “dual” problems. The questions concerning algorithms, numerical methods, etc., such as the famous “simplex method”, due to G. B. Dantzig, are not treated and for these topics we refer the readers to the books quoted in the References. Here the basic notions of primal and dual problems are introduced, together with the fundamental optimality criteria for a linear programming problems. Section 5.4 treats the basic duality theorems, whereas Sect. 5.5 is concerned with further remarks, such as, sensitivity analysis for a linear programming problem.

Date: 2025
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DOI: 10.1007/978-3-031-83339-7_5

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