Mathematically, the linear programming (LP) Problem looks like:
where
x is a vector of variables that are continuous real numbers;
cx is the objective function;
AX α b represents the set of constraints with á being some mixture of ≤, = and ≥ operators; and
L and U are vectors of lower and upper bounds on the variables which are often 0 and infinity.
The LP problem can be solved using a number of alternative solvers in GAMS. For information on the names of the solvers that can be used on models in the LP class see the section on Solver Model type Capabilities.