Results 281 to 290 of about 102,886 (315)
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Inequalities for Stochastic Linear Programming Problems
Management Science, 1960Consider a linear-programming problem in which the “right-hand side” is a random vector whose expected value is known and where the expected value of the objective function is to be minimized. An approximate solution is often found by replacing the “right-hand side” by its expected value and solving the resulting linear programming problem.
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On the problems of linear programming with integral coefficients
USSR Computational Mathematics and Mathematical Physics, 1984Linear programming, and also systems of linear equations and inequalities all of whose coefficients are specified in the form of ranges of their possible values, are studied.
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On the Linear Maxmin and Related Programming Problems
1998The maxmin problem models a game sequentially played by two players having opposite objective. Before making his move, the first player must anticipate the reaction of his opponent. The linear maxmin problem can either be seen as a particular instance of the linear bilevel programming problem, or as an equivalent reformulation of the disjoint bilinear ...
Charles Audet +3 more
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An input system for linear programming problems *
Statistica Neerlandica, 1970Summary This report contains a description of an input system for linear programming. In this system the mathematical formulation of a LP problem serves as input for a computer. The coefficients of the problem are generated from the formulas. Some examples are presented.
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On the Status of Multistage Linear Programming Problems
Management Science, 1959In the first part special cases are presented. Typical of the multistage problems are those encountered in dynamic problems. If the time span is divided into periods, the initial inventory provides the input for activities that occur in the first period or first stage.
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On Linear Programming in a Markov Decision Problem
Management Science, 1970This paper treats a Markov decision problem with an infinite planning horizon and no discounting. This model is analyzed by application, perhaps repeated, of a simple linear program.
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Computational problems of linear programing
Proceedings of the 1952 ACM national meeting (Pittsburgh) on - ACM '52, 1952Abraham Charnes, Carlton E. Lemke
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Nonconvex quadratic programs, linear complementarity problems, and integer linear programs
1973The problem of nonconvex quadratic programs is considered, and an algorithm is proposed to find the global minimum, solving the correspon ding linear complementarity problem. An application to the general complementarity problem and to 0–1 integer programming problems, is shown.
Franco Giannessi, E. Tomasin
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Problems in Linear and Non-Linear Programming.
The Statistician, 1976R. J. Whitacre, S. Vajda
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