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> “Linear” means continuous No. As in G. Simmons, the two pillars of the field of 'analysis' in math are linearity and continuity. The two are quite differen
by graycat 9y ago
> “Linear” means continuous
No. As in G. Simmons, the two pillars of
the field of 'analysis' in math are
linearity and continuity. The two are
quite different.
Linearity usually has to do with numbers
and vectors. The numbers are usually in
the set R of real numbers or the set C of
complex numbers. Commonly the numbers are
called scalars. Then, a function f is
'linear' provided for scalars a and b and
vectors x and y we have
f(ax + by) = af(x) + bf(y)
The role, utility? It's an enormous,
powerful simplification and, in
particular, is crucial to systems (high
school style) 'systems of linear
equations', linearity, essentially 'super
position', in quantum mechanics, and
linear operators, as in the classic
Dunford and Schwarz, e.g., as in the
results of S. Banach. In calculus,
differentiation and integration are both
linear operators.
And, in particular, linearity is crucial
in both linear programming and integer
linear programming. Local linear
approximations are crucial in non-linear
optimization, e.g., the Kuhn-Tucker
conditions and their associated constraint
qualifications.
Continuity is also a biggie, e.g., for a
function to be continuous on a compact
set, e.g., [0,1], means it is also
uniformly continuous, bounded, and
achieves its greatest lower bound and
least upper bound. Continuity,
compactness, and uniform continuity are
the standard assumptions that guarantee
that the Riemann integral of freshman
calculus exists.
Maybe what was meant was usually when we
mention linear programming we have, say,
find x to solve Ax = b, x >= 0 where x,
where for positive integer n, is n x 1
and, thus, for the set of real numbers R,
in the set R^n. Here the A is a matrix,
say, for some positive integer m, m x n.
Then from the beginnings of the start of
matrix theory, for real a and b and n x 1
y we have
A(ax + by) = aAx + bAy
which says that A is a linear function
(operator, transformation, etc.). That's
the 'linearity' in linear programming.
And it holds in linear integer programming
where we ask that some or all of the
components of x be integers.
- sevensor 9y ago> Maybe what was meant was usually when we mention linear programming we have, say, find x to solve Ax = b, x >= 0 Close. Linear programming is: minimize z = cx subject to Ax <= b. A and b customarily force x >= 0. Linear programming can be solved by application of the Simplex method or interior point methods. Integer linear programming constrains x to the integers, and mixed integer linear programming constrains only some of x to the integers. (x is a vector.) Integer linear programming problems are often optimized using branch and bound or branch and cut. The example in the article isn't great for these methods for a couple of reasons. 1. There's nothing to optimize. This is an assignment problem that's only about feasibility. 2. The constraints are pretty restrictive. Tree-based search can really spin its wheels trying to find feasible solutions. Edit to add: Ax <= b is a system of linear inequalities, and z=cx is a linear equation. That's where the linearity comes in.
- graycat 9y agoNo. I'm correct: Not only can we do linear programming with equality constraints Ax = b, for the simplex algorithm that is what we must do. To convert a linear inequality to an equivalent linear equality, we use a non-negative slack or surplus variable. To get an initial feasible solution, we just append one via artificial variables and then use the simplex algorithm to drive the artificial variables to zero and out of the problem. Then all we have are the original variables and the slack and surplus variables. In that case, we know that the problem is feasible, and as the OP mentioned sometimes that is enough. Actually, in principle finding a feasible solution is no easier than finding an optimal solution starting with a feasible solution. That is, feasibility alone is not trivial. The field of constraint programming is basically looking for feasible solutions and, so, is not really much easier in the work to be done or different from optimization. No. Sure, the objective function z = cx is linear. But far and away, what is just crucial, the real power that makes linear programming work, is the linearity of the matrix A. Then the feasible region is a finite intersection of closed half spaces and is convex with flat sides and extreme points. To find optimal solutions, it is sufficient to look only at the extreme points, and there are only finitely many of those. We can do a lot of relaxing of the objective function and still do well; relaxing the linearity of the constraints promises to give us much more trouble.