S. E. Elmaghraby, S. Arisawa, On Hyperbolic Programming with a Single Constraint and Upper-Bounded Variables, Management Science, Vol. 19, No. 1, Theory Series (Sep ...

Mathematical programming with vanishing constraints (MPVC) represents a challenging class of optimisation problems where certain constraints become inactive—or “vanish”—depending on ...

In the linear programming approach to approximate dynamic programming, one tries to solve a certain linear program-the ALP-that has a relatively small number K of variables but an intractable number M ...