The generalized linear programming algorithm allows an arbitrary mathematical programming minimization problem to be analyzed as a sequence of linear programming approximations. Under fairly general ...

Marshall, Paul W. "Linear Programming: A Technique for Analyzing Resource Allocation Problems." Harvard Business School Background Note 171-322, January 1971. (Revised November 1975.) ...

This is a preview. Log in through your library . Abstract In this paper, we present a new approach to constructing schemes for unconstrained convex minimization, which computes approximate solutions ...