A standard form of the linear programming problem of maximizing a linear function over a convex polyhedron
is to maximize
subject to
and
,
where
is a given
matrix,
and
are given
-vector
and
-vectors,
respectively. The Criss-cross method always finds a polyhedron
vertex solution if an optimal solution exists.
Criss-Cross Method
See also
Convex Polyhedron, Linear Programming, Polyhedron VertexExplore with Wolfram|Alpha
Cite this as:
Weisstein, Eric W. "Criss-Cross Method." From MathWorld--A Wolfram Web Resource. https://mathworld.wolfram.com/Criss-CrossMethod.html