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 ...

This paper presents a simple numerical algorithm for the solution of programming problems in which some or all of the variables can take only discrete values. The algorithm requires no special ...

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.