This paper is concerned with a new linearization strategy for a class of zero-one mixed integer programming problems that contains quadratic cross-product terms between continuous and binary variables ...

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 ...

Using an illustration drawn from the area of inventory control, this paper demonstrates how a typical sequential probabilistic model may be formulated in terms of (a) an initial decision rule and (b) ...