LinearProgramming

LinearProgramming[c, m, b] finds a vector x that minimizes the quantity c.x subject to the constraints m.x ≥ b and x ≥ 0.

LinearProgramming[c, m, {{b1, s1}, {b2, s2}, ...}] finds x that minimizes c.x subject to constraints where s_i = 1 means ≥, s_i = 0 means =, and s_i = -1 means ≤.

Examples

Simple linear program:

LinearProgramming[{1, 1}, {{1, 0}, {0, 1}}, {2, 3}]
(* {2, 3} *)

With equality constraint:

LinearProgramming[{-1, -1}, {{1, 1}}, {{5, 0}}]
(* {5, 0} or equivalent *)

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