Formulating a linear program

In optimization, the Objective function and its Constraints are fed into a matrix, which is mathematically solved using advanced optimization methods. This matrix is laid out in a simple way – each decision variable introduces one column in the matrix, and each constraint introduces one row. The matrix is solved to determine the values of the decision variables.

Because of the direct correlation between the number of variables or the number of constraints and the size of the matrix, more variables and constraints means a longer solve time.