The problem of maximizing a linear function over a convex polyhedron, also known as operations research or optimization theory. The general problem of convex optimization is to find the minimum of a convex (or quasiconvex) function f on a finite-dimensional convex body A. Methods of solution include Levin's algorithm and the method of circumscribed ellipsoids, also called the Nemirovsky-Yudin-Shor method.