Lecture notes for CMU’s course on Linear Programming & Semidefinite Programming

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By: Anupam Gupta & Ryan O’Donnel

Introduction to Linear Programming

Linear programs began to get a lot of attention in 1940's, when people were interested in minimizing costs of various systems while meeting different constraints. We care about them today because we can solve them efficiently and a very general class of problems can be expressed as LPs. A linear program has variables, linear constraints on those variables, and a linear objective function which we aim to maximize or minimize.

Link to material: http://www.cs.cmu.edu/afs/cs.cmu.edu/academic/class/15859-f11/www/notes/lpsdp.pdf

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