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How to solve this linear optimization problem

  1. Aug 11, 2015 #1
    • Member warned about posting homework in non-homework section, with no effort shown
    Hello,

    Below is a description written in Latex.

    u9UmUyP.jpg

    I am not sure how to solve this problem. I am new to linear programming and, in fact, I do not know if it can be solved by linear constraints.

    Please guide. Thanks
     
    Last edited: Aug 11, 2015
  2. jcsd
  3. Aug 11, 2015 #2

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    Gold Member

    Since you call w "weights", do they sum to 1? Except for the division by w[d], this is a standard linear programming problem and the Simplex method should work. With that division, it is not immediately clear to me if it is a linear problem.
     
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