A linear programming problem is one that is concerned with finding the optimal value (maximum or minimum) of a linear function of several variables (called objective function) subject to the ...

Example 8.9: Linear Programming The two-phase method for linear programming can be used to solve the problem A routine written in IML to solve this problem follows. The approach appends slack, surplus ...

The purpose of this paper is to develop a useful technique for solving linear programmes involving more than one objective function. Motivation for solving multicriterion linear programmes is given ...

In this paper we propose a stochastic programming model which considers the distribution of an objective function and probabilistic constraints. Applying it to a transportation type problem, we derive ...