Philip B. Zwart, Global Maximization of a Convex Function with Linear Inequality Constraints, Operations Research, Vol. 22, No. 3 (May - Jun., 1974), pp. 602-609 ...

• Proving an upper bound on the performance of any algorithm reduces to finding a feasible solution to the dual program. • Exploring variants of the problem is as simple as adding new constraints, or ...

This example shows how to use PROC LP to solve a linear goal-programming problem. PROC LP has the ability to solve a series of linear programs, each with a new objective function. These objective ...