The method is shown to be useful for the solution of some chance-constrained programming problems. Detailed rules and a simple example of an application are given. Management Science is a ...

This example shows how to use PROC LP to solve a linear goal-programming problem. PROC LP has the ability to solve a series of linear programs, each with a new objective function. These objective ...

The hyperbolic (or fractional) linear programming problem with only one aggregate constraint is solved by a simple and extremely efficient algorithm. The core step in the iterative procedure is the ...