We consider discounted Markov decision processes (MDPs) with countably-infinite state spaces, finite action spaces, and unbounded rewards. Typical examples of such MDPs are inventory management and ...

Roughly, we will cover the following topics (some of them may be skipped depending on the time available). Linear Programming: Basics, Simplex Algorithm, and Duality. Applications of Linear ...

These criteria are useful when you want to divide a time-consuming optimization problem into a series of smaller problems. Since the Nelder-Mead simplex algorithm does not use derivatives, no ...

The branch-and-bound method with the revised dual simplex for bounded variables is very effective in solving relatively large-size integer linear programming problems. This paper, based on the general ...

See "Nonlinear Optimization and Related Subroutines" for a listing of all NLP subroutines. See Chapter 11, "Nonlinear Optimization Examples," for a description of the inputs to and outputs of all NLP ...