We devise an algorithm for solving the infinite-dimensional linear programs that arise from general deterministic semi-Markov decision processes on Borel spaces. The algorithm constructs a sequence of ...

Journal of Computational Mathematics, Vol. 31, No. 4 (July 2013), pp. 335-354 (20 pages) In this paper, we consider the solution of the standard linear programming (LP). A remarkable result in LP ...

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 ...

Data for a linear programming problem resembles the data for side constraints and nonarc variables supplied to PROC NETFLOW when solving a constrained network problem. It is also very similar to the ...

This course is available on the BSc in Business Mathematics and Statistics, BSc in Management, BSc in Mathematics and Economics, BSc in Mathematics with Economics, BSc in Mathematics, Statistics, and ...