> “Linear” means continuous No. As in G. Simmons, the two pillars of the field of 'analysis' in math are linearity and continuity. The two are quite different. Linearity usually has to do with numbers and vectors. The numbers are usually in the set R of real numbers or the set C of complex numbers. Commonly the numbers are called scalars. Then, a function f is 'linear' provided for scalars a and b and vectors x and y…
> Maybe what was meant was usually when we mention linear programming we have, say, find x to solve Ax = b, x >= 0 Close. Linear programming is: minimize z = cx subject to Ax = 0. Linear programming can be solved by application of the Simplex method or interior point methods. Integer linear programming constrains x to the integers, and mixed integer linear programming constrains only some of x to the integers. (x is…
No. Sure, the objective function z = cx is linear. But far and away, what is just crucial, the real power that makes linear programming work, is the linearity of the matrix A. Then the feasible region is a finite intersection of closed half spaces and is convex with flat sides and extreme points. To find optimal solutions, it is sufficient to look only at the extreme points, and there are only finitely many of those.
We can do a lot of relaxing of the objective function and still do well; relaxing the linearity of the constraints promises to give us much more trouble.