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

A natural optimization model that formulates many online resource allocation problems is the online linear programming (LP) problem in which the constraint matrix is revealed column by column along ...

William F. Sharpe, A Linear Programming Algorithm for Mutual Fund Portfolio Selection, Management Science, Vol. 13, No. 7, Series A, Sciences (Mar., 1967), pp. 499-510 ...