Concave objective functions which are both piecewise linear and separable are often encountered in a wide variety of management science problems. Provided the constraints are linear, problems of this ...

Statistical Science, Vol. 8, No. 1, Report from the Committee on Applied and Theoretical Statistics of the National Research Council on Probability and Algorithms (Feb., 1993), pp. 57-64 (8 pages) ...

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 ...