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 ...

Formulate the problem as a linear programming problem, and solve it by the graphical method and the simplex method. The first step is to select decision variables. These could be the number of each ...

This article is concerned with the computational aspect of l₁ regularization problems with a certain class of piecewise linear loss functions. The problem of computing the l₁ regularization path for a ...

This paper presents a simple numerical algorithm for the solution of programming problems in which some or all of the variables can take only discrete values. The algorithm requires no special ...