FIGURE 1.2 Classical optimization models. The different classes are possibly overlapping.
where x is a vector of continuous decision variables, and c and b (resp. A) are constant
vectors (resp. matrix) of coefficients.
In a linear programming optimization problem, both the objective function c · x to
be optimized and the constraints A · x ≤ b are linear functions. Linear programming
is one of the most satisfactory models of solving optimization problems5. Indeed,
for continuous linear optimization problems6, efficient exact algorithms such as the
simplex-type method [174] or interior point methods exist [444]. The efficiency of
the algorithms is due to the fact that the feasible region of the problem is a convex set
and the objective function is a convex function. Then, the global optimum solution
is necessarily a node of the polytope representing the feasible region (see Fig. 1.3).
Moreover, any local optima7 solution is a global optimum. In general, there is no
reason to use metaheuristics to solve LP continuous problems.