Formulate linear and integer programming problems for solving commonly encountered optimization problems. Understand how approximation algorithms compute solutions that are guaranteed to be within ...

The curse of dimensionality gives rise to prohibitive computational requirements that render infeasible the exact solution of large-scale stochastic control problems. We study an efficient method ...

In this paper we report on the solution to optimality of 10 large-scale zero-one linear programming problems. All problem data come from real-world industrial applications and are characterized by ...