Module 12:Application of stochastic processes in areas of engineering and management science
  Lecture 39:Application of Markov chain in trying to judge the efficiency of algorithms in OR
 



Thus we have from the table:  and . Here a colouring scheme has been employed to make the concepts clear when one refers to the diagrams given later. Finally the other constraints are:  and . Thus the problem is as given below and for illustration the reader is requested to refer to Figure 12.1.

Maximize

s.t:
(12.1a)
(12.1b)
(12.1c)
(12.1d)
 (12.1e)

Figure 12.1: A simple example of linear program in two dimension