Classification of diet models We distinguish between two classes: 1 Single-objective problems: minimize (or maximize) one linear function of Xi: Minimize.

Our main result shows that computing a tight upper bound on the expected value of a mixed 0-1 linear program in maximization form with random objective is a completely positive program. This naturally ...

This objective function avoids the logical problems of a quadratic (nonmonotone) utility function implied by mean-variance portfolio selection rules. The resulting minimax portfolios are diversified; ...