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Ilbin Lee, Marina A. Epelman, H. Edwin Romeijn, Robert L. Smith, Simplex Algorithm for Countable-State Discounted Markov Decision Processes, Operations Research, Vol ...
New Scientist takes a look at the simplex algorithm, now over 60 years old, which is used by everyone from fruit suppliers to banks to make decisions about non-linear problems with so many ...
The mission to improve the widely used simplex-method algorithm showed instead why it works so well.
Furthermore, the computational complexity of the policy-iteration and simplex methods is superior to that of the only known strongly polynomialtime interior-point algorithm [Ye, Y. 2005.
George Bernard Dantzig, a Stanford University mathematics professor for three decades whose groundbreaking Simplex Algorithm has been used by industry to find the most efficient means to ...
Pricing Partners, the independent valuation expert and a world leader in mathematical models and analytics for derivatives and structured products, announced today that Simplex, a new optimization ...
Introduction to mathematical optimization and its applications, linear optimization models, Simplex Algorithm, sensitivity analysis, mixed-integer optimization models, branch-and-bound algorithm, ...
PROC NETFLOW solves network problems that can have side constraints. Certain algebraic features of networks are exploited by a specialized version of the Simplex method so that solution times are ...