Computer programs to solve linear programming problems by the simplex method have existed since the early 1950s. They remain the central feature of today's mathematical programming systems. There has ...

Mathematical programming with vanishing constraints (MPVC) represents a challenging class of optimisation problems where certain constraints become inactive—or “vanish”—depending on specific ...

This is a preview. Log in through your library . Abstract A method is proposed for finding a closed form expression for the cumulative distribution function (CDF) of the maximum value of the objective ...