What applications does linear programming have in data science?

Question

I'm currently learning about linear programming in my degree. I'm wondering how this is relevant to anything in data science?

Answer 1

Whenever you have an optimization problem the first question that you have to ask yourself is.

Can I make it a Linear Programming problem?

For python I normally use Gurobi. Here is a basic example to get started: https://www.gurobi.com/resources/food-manufacture-i/

You can also do Machine Learning with it, that is the hot topic nowadays, but if you can make it a linear programming problem you will achieve optimality.