Example 8.10: Quadratic Programming The quadratic program can be solved by solving an equivalent linear complementarity problem when H is positive semidefinite. The approach is outlined in the ...

The method is shown to be useful for the solution of some chance-constrained programming problems. Detailed rules and a simple example of an application are given. Management Science is a ...

This example shows how to use PROC LP to solve a linear goal-programming problem. PROC LP has the ability to solve a series of linear programs, each with a new objective function. These objective ...

This paper presents a realistic chemical-process optimization problem in detail, and notes the fact of its equivalence to the general nonlinear programming problem. The eight equality constraints that ...