AI engineering glossary · Calculus optimisation
What is LP (linear programming)?
Linear programming (also called LP): Optimising a linear objective subject to linear equality and inequality constraints. The feasible region is a polyhedron and an optimum occurs at a corner. Solvers include the simplex method and interior-point methods.
Linear programming: an example
Maximise profit 40x + 30y over units of two products subject to 2x + y <= 100 and x + 2y <= 80; the best plan sits at a corner of the feasible region.
Related terms
More Calculus optimisation terms
- Lipschitz continuity
- Local minimum
- Loss landscape
- Mini-batch gradient descent
- Momentum
- Multivariable chain rule
- Natural logarithm
- Nesterov momentum
Where you learn it
Linear programming is part of the AI Engineering Program, which teaches it with notes, a hands-on lab and an exam. The first lesson is free.