Successive Linear Programming (SLP) algorithms solve nonlinear optimization problems via a sequence of linear programs. They have been widely used, particularly in the oil and chemical industries, ...

Formulate linear and integer programming problems for solving commonly encountered optimization problems. Understand how approximation algorithms compute solutions that are guaranteed to be within ...

This paper derives and tests a new linear programming (LP) approach to bond portfolio management. The model elicits possible tax-clientele effects in the pricing of U.S. Government coupon bonds and ...

Stable Matchings, Optimal Assignments, and Linear Programming By: A. E. Roth, U. G. Rothblum and J. H. Vande Vate ...