The generalized linear programming algorithm allows an arbitrary mathematical programming minimization problem to be analyzed as a sequence of linear programming approximations. Under fairly general ...

This course continues our data structures and algorithms specialization by focussing on the use of linear and integer programming formulations for solving algorithmic problems that seek optimal ...

Bernell K. Stone, A Linear Programming Formulation of the General Portfolio Selection Problem, The Journal of Financial and Quantitative Analysis, Vol. 8, No. 4 (Sep., 1973), pp. 621-636 ...

Linear Programming: Basics, Simplex Algorithm, and Duality. Applications of Linear Programming: regression, classification and other engineering applications. Integer Linear Programming: Basics, ...