Fundamental Theorems Theorem 1 Let R be the feasible region (convex polygon) for a linear programming problem and let Z = ax + by be the objective function. When Z has an optimal value (maximum or ...

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 ...

By applying a linear programming approach for the solution of two person-zero sum games with mixed strategies, it is shown that a linear optimization problem with multiple objective functions can be ...