Abstract The objective of the paper is to deal with a kind of possibilistic linear programming (PLP) problem involving multiple objectives of conflicting nature. In particular, we have considered a ...

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 ...

This paper presents a new method for solving a linear programming problem, which is an extended version of the one previously presented by the author. The optimal solution of a linear programming ...

Bernell K. Stone, A Linear Programming Formulation of the General Portfolio Selection Problem, The Journal of Financial and Quantitative Analysis, Vol. 8, No. 4 (Sep., 1973), pp. 621-636 ...

This chapter presents a segment-search approach for the general linear integer problem. In this approach the feasible region is divided into segments and searched for the optimal solution. The ...

Some of the components of such a system are: translation of problem statement in terms of basic data to linear programming matrix coefficients, data transmission for direct computer entry, data file ...

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 ...