A routine written in IML to solve this problem follows. The approach appends slack, surplus, and artificial variables to the model where needed. It then solves phase 1 to find a primal feasible ...

Data for a linear programming problem resembles the data for side constraints and nonarc variables supplied to PROC NETFLOW when solving a constrained network problem. It is also very similar to the ...

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 ...

This is a preview. Log in through your library . Abstract The problem considered concerns the selection of a portfolio of U. S. Treasury securities to provide annual payments to a plaintiff for ...