Linear Optimization

Linear optimization (or linear programming) is the name given to computing the best solution to a problem modeled as a set of linear relationships. These problems arise in many scientific and engineering disciplines. (The word "programming" is a bit of a misnomer, similar to how "computer" once meant "a person who computes." Here, "programming" refers to the arrangement of a plan , rather than programming in a computer language.)

For a good primer on linear optimization, we recommend the Mosek modeling cookbook.