Solving linear programming problems in a spreadsheet yields equations for maximizing business profits. As applied to business, linear programming typically involves an objective formula, such as ...

Formulate linear and integer programming problems for solving commonly encountered optimization problems. Understand how approximation algorithms compute solutions that are guaranteed to be within ...

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 ...

We present a novel linear program for the approximation of the dynamic programming cost-to-go function in high-dimensional stochastic control problems. LP approaches to approximate DP have typically ...

The present paper deals with the problem of maximizing the ratio of two linear functions subject to a set of linear equalities and nonnegativity constraints on the variables. The problem is attacked ...