Formulate linear and integer programming problems for solving commonly encountered optimization problems. Understand how approximation algorithms compute solutions that are guaranteed to be within ...

CSCI 5654: Linear Programming CSCI 5654: Linear Programming Instructor Fall 2016: Sriram Sankaranarayanan Prerequisites Calculus I,II + Algorithms + Linear Algebra. Topics Covered Roughly, we will ...

We present a novel linear program for the approximation of the dynamic programming cost-to-go function in high-dimensional stochastic control problems. LP approaches to approximate DP have typically ...

Using an illustration drawn from the area of inventory control, this paper demonstrates how a typical sequential probabilistic model may be formulated in terms of (a) an initial decision rule and (b) ...

News Linear Programming Might Not Be Dead After All By George Winslow published July 21, 2021 ...