SIAM Journal on Numerical Analysis, Vol. 13, No. 1 (Mar., 1976), pp. 145-154 (10 pages) A numerically stable form of an algorithm that is closely related to the work of Gill and Murray [5] and Conn [3 ...

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 ...

The problem of applying Generalized Lagrange Multipliers (GLM) to 0-1 integer programming problems is investigated. It is shown that GLM can produce optimal solutions if and only if these solutions ...