Solving Linear Programming problems in Python using cvxpy library

Mathematical Programming is used to find the best or optimal solution to a problem that requires a decision or set of decisions about how best to use a set of limited resources to achieve a state goal of objectives.

Linear programming requires that all the mathematical functions in the model be linear functions. We have solved linear programming problems in Python using cvxpy library.

Learn how to formulate Linear Programming problems


Mathematical formulation

Decision variables: X1, X2, X3, ....