As applied to business, linear programming typically involves an objective formula, such as unit profit times quantity sold. It also includes a series of formulas that constrain the objective ...

The problem is now in the standard form for linear programming problems: an objective function that is to be maximized, subject to a number of constraints. We go on to examine solution methods.

Successive Linear Programming (SLP) algorithms solve nonlinear optimization problems via a sequence of linear programs. They have been widely used, particularly in the oil and chemical industries, ...

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

This paper derives and tests a new linear programming (LP) approach to bond portfolio management. The model elicits possible tax-clientele effects in the pricing of U.S. Government coupon bonds and ...

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 ...

Instructor Fall 2016: Sriram SankaranarayananPrerequisitesCalculus I,II + Algorithms + Linear Algebra.Topics CoveredRoughly, we will cover the following topics (some of them may be skipped depending ...