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 ...

LP models can be limited for industrial engineering problems, as they assume linear objective functions and constraints, continuous decision variables, known and constant parameters and ...

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 ...

Nonlinear programming (NLP) is a generalization of LP that allows you to deal with nonlinear objective functions and constraints. NLP is useful for pricing problems that involve complex ...