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 ...

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.

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 ...