We devise an algorithm for solving the infinite-dimensional linear programs that arise from general deterministic semi-Markov decision processes on Borel spaces. The algorithm constructs a sequence of ...

Abstract: This paper works on a descent algorithm for continuous piecewise linear (CPWL) minimization problems. CPWL minimization is a widely applied nonlinear programming, which can be equivalently ...

Data for a linear programming problem resembles the data for side constraints and nonarc variables supplied to PROC NETFLOW when solving a constrained network problem. It is also very similar to the ...

We give a branch-and-cut algorithm for solving linear programs (LPs) with continuous separable piecewise-linear cost functions (PLFs). Models for PLFs use continuous variables in special-ordered sets ...

Abstract: Both Genetic Algorithm (GA) and Linear Programming (LP) are effective optimization algorithms. LP is very efficient for optimizing linear problems. GA can attain very good solutions for ...

Note that the optimal solution to Gonzaga’s problem denoted by (G) is [a, 0] T with an optimal value of the objective function equal to a, a ≥ 10. From the infeasible starting point e = [1, 1] T, the ...