Linear semi-infinite programming (LSIP) is a branch of optimisation that focuses on problems where a finite number of decision variables is subject to infinitely many linear constraints. This ...

In this paper, the authors are aimed at applying duality theory to multi-objective linear programming problems. Three methods of solutions were discussed and applied in this paper with the sole aim of ...

We consider the multi-armed bandit problem. We show that when the state space is finite the computation of the dynamic allocation indices can be handled by linear programming methods.

This project aims at popularizing the usage of numerical methods, and in particular, linear programming techniques, for solving various types of information- and incentive-constrained problems in ...

A routine written in IML to solve this problem follows. The approach appends slack, surplus, and artificial variables to the model where needed. It then solves phase 1 to find a primal feasible ...

As the title suggests, I have a problem in which I need to formulate an LP model. I'm supposed to work in Excel and use the Solver Add-in feature.<BR><BR>I've done several other problems already, but ...

We propose a parameter estimation method based on what we call the minimum decisional regret principle. We focus on mathematical programming models with objective functions that depend linearly on ...