We devise an algorithm for solving the infinite-dimensional linear programs that arise from general deterministic semi-Markov decision processes on Borel spaces. The algorithm constructs a sequence of ...

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 ...

In recent years, several condition numbers were defined for a variety of linear programming problems based upon relative distances to ill-posedness. In this paper, we provide a unifying view of some ...

This course examines formulation and solution of applicable optimization models, including linear, integer, nonlinear, and network problems, efficient algorithm methods, and use of computer modeling ...