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 ...

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 ...

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 ...