Documentation.SBV.Examples.Optimization.LinearOpt

Simple linear optimization example, as found in operations research texts.

Documentation

problem :: Goal

Taken from http://people.brunel.ac.uk/~mastjjb/jeb/or/morelp.html

• maximize 5x1 + 6x2

• subject to

  1. x1 + x2 <= 10
  2. x1 - x2 >= 3
  3. 5x1 + 4x2 <= 35
  4. x1 >= 0
  5. x2 >= 0

>>> optimize Lexicographic problem
Optimal model:
  x1   =  47 % 9 :: Real
  x2   =  20 % 9 :: Real
  goal = 355 % 9 :: Real