Example 8.10: Quadratic Programming The quadratic program can be solved by solving an equivalent linear complementarity problem when H is positive semidefinite. The approach is outlined in the ...

The method is shown to be useful for the solution of some chance-constrained programming problems. Detailed rules and a simple example of an application are given. Management Science is a ...

This example shows how to use PROC LP to solve a linear goal-programming problem. PROC LP has the ability to solve a series of linear programs, each with a new objective function. These objective ...

In this paper we consider the bilevel programming problem (BLPP), which is a sequence of two optimization problems where the constraint region of the upper-level problem is determined implicitly by ...