Example 8.9: Linear Programming The two-phase method for linear programming can be used to solve the problem A routine written in IML to solve this problem follows. The approach appends slack, surplus ...

By applying a linear programming approach for the solution of two person-zero sum games with mixed strategies, it is shown that a linear optimization problem with multiple objective functions can be ...

A two-person, noncooperative game in which the players move in sequence can be modeled as a bilevel optimization problem. In this paper, we examine the case where each player tries to maximize the ...