Example 8.9: Linear Programming The two-phase method for linear programming can be used to solve the problem A routine written in IML to solve this problem follows. The approach appends slack, surplus ...

In this paper we propose a stochastic programming model which considers the distribution of an objective function and probabilistic constraints. Applying it to a transportation type problem, we derive ...

A two-person, noncooperative game in which the players move in sequence can be modeled as a bilevel optimization problem. In this paper, we examine the case where each player tries to maximize the ...

Example 3.3: Analyzing the Sensitivity of the Solution to Changes in the Objective Coefficients Simple solution of a linear program is often not enough. A manager needs to evaluate how sensitive the ...