This paper investigates the latticized linear programming that is subject to the fuzzy-relation inequality (FRI) constraints with the max-min composition by using the semi-tensor product method, and ...

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 ...

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 ...

Linear and Integral Programming Class material with examples and exercises about Linear and Integral Programming, an area from Optimization. An optimization problem is, usually, written as ...