In the linear programming approach to approximate dynamic programming, one tries to solve a certain linear program-the ALP-that has a relatively small number K of variables but an intractable number M ...

Redundant constraints are constraints that can be omitted from a system of linear constraints without changing the feasible region. Implicit equalities are inequality constraints that can be replaced ...

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 ...