What are nonnegativity constraints in linear programming?

Nonnegativity constraints in linear programming are fundamental rules that stipulate all decision variables must be greater than or equal to zero. This requirement is crucial in many real-world scenarios where negative values do not make sense, such as quantities of products, people, or resources. For instance, if you are planning production quantities, it is impossible to produce a negative number of items.

This type of constraint ensures that the solutions to linear programming problems remain practical and applicable within the context of the problem being modeled. By requiring all variables to be nonnegative, it aligns the mathematical model with the logical requirements of actual business or operational scenarios where negative values are neither feasible nor meaningful.

The other options suggest scenarios that either allow for negative values or impose restrictions that are not consistent with the practical applications of linear programming, making them irrelevant in contexts where nonnegativity is a requirement.