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Linear Programming

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The Palgrave Encyclopedia of Strategic Management

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Abstract

An optimization problem with a linear objective function and linear constraints is called a linear programming problem. A vector satisfying the inequality and non-negative constraints is called a feasible solution. If a linear programming problem and its dual have feasible solutions, then both have optimal solutions, and the value of the optimal solution is the same for both. If either the program or its dual does not have a feasible solution, then neither has an optimal vector. The simplex method is a simple method of solving a linear programming problem.

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References

  • Dantzig, G.B. 1949. Programming in a linear structure. Econometrica 17: 73–74.

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  • Gale, D. 1960. The theory of linear economic models. Chicago: University of Chicago Press.

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Further Reading

  • Dorfman, R., P. Samuelson, and R. Solow. 1986. Linear programming and economic analysis. New York: Dover Publications.

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  • Gass, S. 2003. Linear programming: Methods and applications. Mineola: Dover Publications.

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Author information

Authors and Affiliations

  1. Berkeley Research Group, 470 Atlantic Avenue, 4th Floor, Boston, MA, 02210, USA

    Rajeev Bhattacharya

Authors
  1. Rajeev Bhattacharya
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Corresponding author

Correspondence to Rajeev Bhattacharya .

Editor information

Editors and Affiliations

  1. GSBPP, Naval Postgraduate School, Monterey, CA, USA

    Mie Augier

  2. Berkeley Research Group, LLC, Emeryville, CA, USA

    David J. Teece

  3. Haas School of Business, University of California, Berkeley, Berkeley, CA, USA

    David J. Teece

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© 2018 Macmillan Publishers Ltd., part of Springer Nature

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Bhattacharya, R. (2018). Linear Programming. In: Augier, M., Teece, D.J. (eds) The Palgrave Encyclopedia of Strategic Management. Palgrave Macmillan, London. https://doi.org/10.1057/978-1-137-00772-8_584

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