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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

    Below is a description written in Latex.


    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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    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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