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 ...

Markov renewal programming is treated by linear fractional programming. Particular attention is given to the resolution of tied policies that minimize expected cost per unit time. The multichain case ...

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