Roughly, we will cover the following topics (some of them may be skipped depending on the time available). Linear Programming: Basics, Simplex Algorithm, and Duality. Applications of Linear ...

Improved capabilities and sophistication of mathematical programming systems (model builders, report generators, and mixed integer codes) have considerably expanded the size and scope of real life ...

This paper gives an algorithm for L-shaped linear programs which arise naturally in optimal control problems with state constraints and stochastic linear programs (which can be represented in this ...

George B. Dantzig, the mathematician who invented the field of linear programming, which revolutionized the way government and private enterprise planned, scheduled and generally conducted their ...