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 ...

The purpose of this paper is to develop a useful technique for solving linear programmes involving more than one objective function. Motivation for solving multicriterion linear programmes is given ...

A two-person, noncooperative game in which the players move in sequence can be modeled as a bilevel optimization problem. In this paper, we examine the case where each player tries to maximize the ...