This paper gives an algorithm for L-shaped linear programs which arise naturally in optimal control problems with state constraints and stochastic linear programs (which can be represented in this ...

This is a preview. Log in through your library . Abstract To employ linear programming in production-planning problems in the chemical industry it is often necessary to make a linear model of plant ...

Roughly, we will cover the following topics (some of them may be skipped depending on the time available). Linear Programming: Basics, Simplex Algorithm, and Duality. Applications of Linear ...