Solution of the linear inequality-constrained case studies
In this chapter we solve the case studies that can be formulated as or transformed to linear inequality-constrained minimization problems. These case studies are:
• least-cost production with capacity constraints (Section 18.1),
• optimal routing in a data communications network (Section 18.2),
• least absolute value estimation (Section 18.3), and
• optimal margin pattern classification (Section 18.4).
18.1 Least-cost production with capacity constraints
In this section, we solve the least-cost production with capacity constraints case study from Section 15.1. We recall and analyze the problem in Section 18.1.1, describe algorithms in Section 18.1.2, and sketch sensitivity ...