The Simplex Method for solving the Linear Programming (LP) Problem, due to George Dantzig, has been an extremely efficient computational tool for almost four decades. The method has been the subject ...

We prove that the classic policy-iteration method [Howard, R. A. 1960. Dynamic Programming and Markov Processes. MIT, Cambridge] and the original simplex method with the most-negative-reduced-cost ...

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.