A simplex algorithm for continuous linear programming
Continuous linear programming problems were formulated by Bellman in 1953, but they remained intractable for 50 years. In this talk I shall present a finite, elegant and very insightful algorithm for their solution, by a simplex type algorithm. I will also discuss application of continuous linear programming in the control of muticlass queueing networks. A special case of this type of application is the scheduling and control of manufacturing systems, such as semiconductor wafer fabrication plants, via fluid approximation.
This lecture will introduce a course on "Scheduling and Control of Manufacturing Systems" which I will be teaching in the Fall Semester, 2002.
See a full version of the paper.
Bio-sketch: Gideon Weiss is professor of Statistics and Operations Research at the University of Haifa, Israel. He received his PhD from Imperial College, London, and has been on the faculty at Tel Aviv University, and at the School of ISyE at Georgia Tech. His research interests are Stochastic Models, Optimization, and Manufacturing.