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 SimplexMethod package provides an efficient implementation of the Simplex Algorithm for solving linear programming (LP) problems. It supports both maximization and minimization of objective ...

Our new pivot rule 1) solves the cycling problem in the original Dantzig’s simplex pivot rule, and 2) leads to an optimal improvement of the objective function at each iteration. The new pivot rule ...