The death of mathematician George Dantzig is a scientific watershed. Dantzig developed "linear programming" and the simplex method, used to solve complex efficiency problems for large ...

Concave objective functions which are both piecewise linear and separable are often encountered in a wide variety of management science problems. Provided the constraints are linear, problems of this ...

Moreover, a new, ratio-test-free pivoting rule is proposed, significantly reducing computational cost at each iteration. Our numerical experiments show that the method is very promising, at least for ...