Explore a realistic approach to linear programming with random coefficients and risk analysis. Discover how to design a copula of objective function coefficients for business analytics and risk ...

ABSTRACT: By using the penalty function method with objective parameters, the paper presents an interactive algorithm to solve the inequality constrained multi-objective programming (MP). The MP is ...

Bilevel linear programming (BLP) is a solution method for linear optimization problem with two sequential decision steps of the leader and the follower. In this paper, we assume that the follower's ...

Concave objective functions which are both piecewise linear and separable are often encountered in a wide variety of management science problems. Provided the constraints are linear, problems of this ...

In this paper, we present a new method to solve a fuzzy linear programming problem with fuzzy coefficients in the constraints and the objective function based on solving an associated multi-objective ...

In linear programming, the objective function is the function that it is desired to maximize or minimize. The human interaction equivalent is what matters most.

In this paper, we analyze mixed 0-1 linear programs under objective uncertainty. The mean vector and the second-moment matrix of the nonnegative objective coefficients are assumed to be known, but the ...

The SimplexMethod package provides an efficient implementation of the Simplex Algorithm for solving linear programming (LP) problems. It supports both maximization and minimization of objective ...