LPAssumptions (https://github.com/rogercolbeck/LPAssumptions ) is a Mathematica package for solving linear programming problems in which the objective function can contain unknown variables other than those being optimized over. There is a manual and an example notebook here too.

To use the package, open the file LPAssumptions.m in Mathematica and press "Run All Code".

This package was written by Roger Colbeck and V. Vilasini. If you use this package in some work, please cite this GitHub page.