New Scientist takes a look at the simplex algorithm, now over 60 years old, which is used by everyone from fruit suppliers to banks to make decisions about non-linear problems with so many ...

The mission to improve the widely used simplex-method algorithm showed instead why it works so well.

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 ...

I consider the Simplex algorithm robust and reliable in calibration." Pricing Partners CEO, Mr. Eric Benhamou adds, "Calibration is key to valuation.

George Bernard Dantzig, a Stanford University mathematics professor for three decades whose groundbreaking Simplex Algorithm has been used by industry to find the most efficient means to ...

Introduction to mathematical optimization and its applications, linear optimization models, Simplex Algorithm, sensitivity analysis, mixed-integer optimization models, branch-and-bound algorithm, ...

PROC NETFLOW solves network problems that can have side constraints. Certain algebraic features of networks are exploited by a specialized version of the Simplex method so that solution times are ...