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 ...

Online linear programming considers the problem where the objective coefficients and the columns of the left hand side matrix are arriving in a sequential manner. Each time new coefficients come in ...

Employee or labor scheduling is associated with assigning an appropriate number of workers to the jobs during each day of work. It requires determining when staff members will work and when part-time, ...

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 ...