A standard method of maximizing a linear function of several variables under several constraints on other linear functions.
- The Metropolis algorithm for Monte Carlo methods, the simplex method in linear programming, the Fast Fourier Transform for analyzing and manipulating digital data, and the Quicksort algorithm fit into this category.
- An algorithm known as the simplex method can be used to find these optimal strategies, but it will not be pursued here.
- The SEAC was created in part to test out the new simplex method for solving systems of linear equations that was of central importance to the Air Force.
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