Linear Programs (LPs)

Linear Programming (LP) problems are a very common type of optimization problems. In this type of problem all constraints and the objective function are linear expressions of the decision variables. Each decision variable is restricted to some continuous interval (typically non–negative). Although the methods for solving these types of problems are well known (e.g., the simplex method), only a few efficient implementations of these methods (and additional specialized methods for particular classes of LPs) exists, and these are often crucial for solving the increasingly large instances of LPs arising in industry.