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We prove that the classic policy-iteration method [Howard, R. A. 1960. Dynamic Programming and Markov Processes. MIT, Cambridge] and the original simplex method with the most-negative-reduced-cost ...
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 ...
Eventually linear programming came to be used in everything from manufacturing to diet planning. George Bernard Dantzig was born in Portland, Ore., on Nov. 8, 1914.
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