This paper presents three algorithms for solving linear programming problems in which some or all of the objective function coefficients are specified in terms of intervals. Which algorithm is ...

SIAM Journal on Numerical Analysis, Vol. 13, No. 1 (Mar., 1976), pp. 145-154 (10 pages) A numerically stable form of an algorithm that is closely related to the work of Gill and Murray [5] and Conn [3 ...

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 ...

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 ...