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  2. Fourier–Motzkin elimination - Wikipedia

    en.wikipedia.org/wiki/Fourier–Motzkin_elimination

    Redundant constraint can be identified by solving a linear program as follows. Given a linear constraints system, if the -th inequality is satisfied for any solution of all other inequalities, then it is redundant. Similarly, STIs refers to inequalities that are implied by the non-negativity of information theoretic measures and basic ...

  3. Linear inequality - Wikipedia

    en.wikipedia.org/wiki/Linear_inequality

    Two-dimensional linear inequalities are expressions in two variables of the form: + < +, where the inequalities may either be strict or not. The solution set of such an inequality can be graphically represented by a half-plane (all the points on one "side" of a fixed line) in the Euclidean plane. [2]

  4. Linear matrix inequality - Wikipedia

    en.wikipedia.org/wiki/Linear_matrix_inequality

    In convex optimization, a linear matrix inequality (LMI) is an expression of the form ⁡ ():= + + + + where = [, =, …,] is a real vector,,,, …, are symmetric matrices, is a generalized inequality meaning is a positive semidefinite matrix belonging to the positive semidefinite cone + in the subspace of symmetric matrices .

  5. Relaxation (iterative method) - Wikipedia

    en.wikipedia.org/wiki/Relaxation_(iterative_method)

    Relaxation methods are used to solve the linear equations resulting from a discretization of the differential equation, for example by finite differences. [ 2 ] [ 3 ] [ 4 ] Iterative relaxation of solutions is commonly dubbed smoothing because with certain equations, such as Laplace's equation , it resembles repeated application of a local ...

  6. Cutting-plane method - Wikipedia

    en.wikipedia.org/wiki/Cutting-plane_method

    The use of cutting planes to solve MILP was introduced by Ralph E. Gomory. Cutting plane methods for MILP work by solving a non-integer linear program, the linear relaxation of the given integer program. The theory of Linear Programming dictates that under mild assumptions (if the linear program has an optimal solution, and if the feasible ...

  7. Linear programming - Wikipedia

    en.wikipedia.org/wiki/Linear_programming

    More formally, linear programming is a technique for the optimization of a linear objective function, subject to linear equality and linear inequality constraints. Its feasible region is a convex polytope , which is a set defined as the intersection of finitely many half spaces , each of which is defined by a linear inequality.

  8. Inequality (mathematics) - Wikipedia

    en.wikipedia.org/wiki/Inequality_(mathematics)

    When solving inequalities using chained notation, it is possible and sometimes necessary to evaluate the terms independently. For instance, to solve the inequality 4 x < 2 x + 1 ≤ 3 x + 2, it is not possible to isolate x in any one part of the inequality through addition or subtraction.

  9. Gaussian elimination - Wikipedia

    en.wikipedia.org/wiki/Gaussian_elimination

    Once y is also eliminated from the third row, the result is a system of linear equations in triangular form, and so the first part of the algorithm is complete. From a computational point of view, it is faster to solve the variables in reverse order, a process known as back-substitution. One sees the solution is z = −1, y = 3, and x = 2. So ...