Linear Programming VS Dynamic Programming

When considering about the difference between Linear Programming (LP) and Dynamic Programming (DP) isn't just about "math vs. code"; it’s about the structure of the decision space.

LP is about spatial optimization within fixed boundaries(finding the best arrangement at one point in time within fixed constraints), while DP is about temporal optimization through a sequence of connected choices(finding the best outcome over time by breaking a problem into stages).

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⭕Dynamic Programming (DP): DP is a general framework used when a problem has "overlapping subproblems" and an "optimal substructure". It is the standard for sequential decision-making, such as finding the shortest path or managing inventory over time.

⭕Linear Programming (LP): LP is a powerful tool for large-scale resource allocation where systems are highly structured. It is widely used in industries for logistics, production planning, and scheduling where constraints are fixed and linear.
Common Equations

The Connection - While distinct, they are not mutually exclusive. Many DP problems can be reformulated as large LPs to take advantage of LP solvers. For example, in Reinforcement Learning, both techniques are used to find optimal policies, with LP providing a way to approximate DP solutions when the state space is too large for standard DP methods.

Summary for Advanced Use Cases

💥Supply chain routing is best addressed using linear programming because it involves optimizing many interacting variables, such as transportation flows and warehouse capacities, under linear cost and capacity constraints in a single static model.

💥Structural engineering problems, such as distributing loads across a bridge frame, are well suited to linear programming because they focus on achieving static equilibrium under linear physical constraints.

💥Genomic sequencing is more naturally solved with dynamic programming since matching DNA sequences requires repeated comparisons of overlapping sub-segments, and DP efficiently reuses solutions to these recurring subproblems.

💥Portfolio rebalancing fits dynamic programming because investment decisions unfold over time, where each choice affects future capital, risk, and available actions.

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