Dear all,

its quite clearly stated that independence of decision variables are necessary for solving optimization problems using the simplex method.

Is this a requirement for all linear optimization techniques? And if so, what methods could be used to bypass this requirement. I have been able to solve such problems using exhaustive search and by heuristic techniques, but I would be grateful if someone could point me towards some good papers regarding optimization with interdependencies between decision variables.

Thanks in advance.

.t