J. K. Sengupta, Stochastic Linear Programming with Chance Constraints, International Economic Review, Vol. 11, No. 1 (Feb., 1970), pp. 101-116 ...

This paper shows a method for solving linear programming problems that includes Interval Type-2 fuzzy constraints. The proposed method finds an optimal solution in these conditions using convex ...

In many relevant situations, chance constrained linear programs can be explicitly converted into efficiently solvable convex second order cone programs (SOCP), provided some information about the ...

Financial portfolio management Linear programming helps in financial portfolio optimization by selecting the best mix of assets to maximize returns or minimize risk, subject to investment constraints.

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

For example, solving linear equality constraints with Gauss-Jordan elimination involves the substitution of parametric variables with equivalent parametric expressions, which eventually allows ...

Discover the power of Posterior Constraint Optimal Selection Techniques (COSTs) for nonnegative linear programming problems. Explore dynamic and non-dynamic active-set frameworks and compare ...