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Chapter 3 The Maximum Principle: Mixed Inequality Constraints

Mixed inequality constraints: Inequality constraints involving control and possibly state variables. Examples: g(u,t) ? 0 , g(x,u,t) ? 0 . Chapter 3 The Maximum Principle: Mixed Inequality Constraints. 3.1 A Maximum Principle for Problems with Mixed Inequality Constraints.

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LINEAR PROGRAMMING

LINEAR PROGRAMMING. SIMPLEX METHOD. Introduction. With only two decision variables it is possible to use graphical methods to solve LP problems But most real life LP problems are too complex for simple graphical procedures We need a more powerful procedure called the simplex method

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Mixed constraints - PowerPoint PPT Presentation

Chapter 3 The Maximum Principle: Mixed Inequality Constraints

LINEAR PROGRAMMING