A linear programming problem is one that is concerned with finding the optimal value (maximum or minimum) of a linear function of several variables (called objective function) subject to the ...

Example 8.9: Linear Programming The two-phase method for linear programming can be used to solve the problem A routine written in IML to solve this problem follows. The approach appends slack, surplus ...

By applying a linear programming approach for the solution of two person-zero sum games with mixed strategies, it is shown that a linear optimization problem with multiple objective functions can be ...

Second, the conversion to a single-objective optimization problem involves additional constraints. Third, since most real-world goal programming problems involve nonlinear criterion functions, the ...