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1.4 Classes of Mathematical Programs

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In Section 1.2 we introduced the concept of a linear program. This section introduces algebraic and matrix notation for linear programs. It then defines the three main classes of mathematical programs: linear programs, integer programs, and nonlinear programs. Each of these will be studied in later chapters, though for nonlinear programs we will focus on the more tractable subclass of convex programs. A mathematical program with variables and objective function can be stated abstractly in terms of a feasible region as


However, we will always describe the feasible region using constraint equations or inequalities. The notation for the constraints is introduced in the following text.

Linear and Convex Optimization

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