D. J. White, A Linear Programming Analogue, A Duality Theorem, and a Dynamic Algorithm, Management Science, Vol. 21, No. 1, Theory Series (Sep., 1974), pp. 47-59 ...

CSCI 5654: Linear Programming CSCI 5654: Linear Programming Instructor Fall 2016: Sriram Sankaranarayanan Prerequisites Calculus I,II + Algorithms + Linear Algebra. Topics Covered Roughly, we will ...

Introduction to theory and the solution of linear and nonlinear programming problems: including linear programming, duality, the simplex method, lagrangian duality, convex programming and KKT ...

The book also addresses linear programming duality theory and its use in algorithm design as well as the Dual Simplex Method, Dantzig-Wolfe decomposition, and a primal-dual interior point algorithm.

We present an O(√n L)-iteration homogeneous and self-dual linear programming (LP) algorithm. The algorithm possesses the following features: • It solves the linear programming problem without any ...

Introduction to the theory and solution methods of linear and nonlinear programming problems, including: linear programming duality, Lagrangian duality, convex programming and Karush-Kuhn-Tucker ...

Abstract: I will present a linear programming (LP) model for a real bank risk management problem. Using linear programming duality we derive a simple and explicit solution. What's interesting is both ...