The generalized linear programming algorithm allows an arbitrary mathematical programming minimization problem to be analyzed as a sequence of linear programming approximations. Under fairly general ...

We present an O(√n L)-iteration homogeneous and self-dual linear programming (LP) algorithm. The algorithm possesses the following features: • It solves the linear programming problem without any ...

This example shows how to use PROC LP to solve a linear goal-programming problem. PROC LP has the ability to solve a series of linear programs, each with a new objective function. These objective ...