A linear programming problem is one that is concerned with finding the optimal value (maximum or minimum) of a linear function of several variables (called objective function) subject to the ...

Example 8.9: Linear Programming The two-phase method for linear programming can be used to solve the problem A routine written in IML to solve this problem follows. The approach appends slack, surplus ...

By applying a linear programming approach for the solution of two person-zero sum games with mixed strategies, it is shown that a linear optimization problem with multiple objective functions can be ...

Our main result shows that computing a tight upper bound on the expected value of a mixed 0-1 linear program in maximization form with random objective is a completely positive program. This naturally ...

Example 3.3: Analyzing the Sensitivity of the Solution to Changes in the Objective Coefficients Simple solution of a linear program is often not enough. A manager needs to evaluate how sensitive the ...