Linear programming is a widely used model type that can solve decision problems with many thousands of variables. Generally, the feasible values of the decisions are delimited by a set of constraints that are described by mathematical functions of the decision variables. The feasible decisions are compared using an objective function that depends on the decision variables. For a linear program the objective function and constraints are required to be linearly related to the variables of the problem.

The examples in this section illustrate that linear programming can be used in a wide variety of practical situations. We illustrate how a situation can be translated into a mathematical model, and how the model can be solved to find the optimum solution.