CAIIB · ABM

Linear Programming

Chapter notes, video classes, MCQ practice tests and quick-revision one-liners for Advanced Bank Management — CAIIB.

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Q

What is Linear Programming (LP) in the context of bank management?

A

Linear Programming is a mathematical optimization technique used to find the best outcome (maximum profit or minimum cost) subject to linear constraints, widely applied in banking for resource allocation decisions.

Q

What is the standard form of a Linear Programming problem?

A

Objective function plus constraints expressed as equalities with non-negative variables

Q

What are the two main components of a Linear Programming problem?

A

A Linear Programming problem consists of an objective function (to be maximized or minimized) and a set of linear constraints (inequalities or equalities) along with non-negativity restrictions on decision variables.

Q

What is a convex polygon in the context of LP graphical solutions?

A

Feasible region bounded by constraint lines forming a polygon shape

Q

What is the objective function in a Linear Programming problem?

A

The objective function is a linear mathematical expression representing the goal of the LP problem, such as maximizing profit or minimizing cost, expressed as Z = c1x1 + c2x2 + ... + cnxn.

Q

What is an artificial variable in Linear Programming?

A

Variable added to infeasible constraints to obtain initial basic feasible solution

Q

What are decision variables in Linear Programming?

A

Decision variables are the unknowns in an LP problem that represent the quantities to be determined, such as the amount of funds to allocate to different loan categories or investment portfolios.

Q

What is a maximization problem in Linear Programming?

A

LP problem where the objective is to maximize the value of the objective function

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