Abstract: The linear programming (LP) approach is, together with value iteration and policy iteration, one of the three fundamental methods to solve optimal control problems in a dynamic programming ...

Abstract: This letter presents an enhanced Trust Region Method (TRM) for Sequential Linear Programming (SLP) designed to improve the initial feasible solution to a constrained nonlinear programming ...

This paper presents a computationally efficient method for binary classification using Manski's (1975,1985) maximum score model when covariates are discretely distributed and parameters are partially ...

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 ...

Start working toward program admission and requirements right away. Work you complete in the non-credit experience will transfer to the for-credit experience when you ...

Constrained minimization problems are formulated from a quasilinear parabolic boundary value problem (possibly with nonlinear boundary conditions), making use of the ...