Bernell K. Stone, A Linear Programming Formulation of the General Portfolio Selection Problem, The Journal of Financial and Quantitative Analysis, Vol. 8, No. 4 (Sep., 1973), pp. 621-636 ...

The generalized linear programming algorithm allows an arbitrary mathematical programming minimization problem to be analyzed as a sequence of linear programming approximations. Under fairly general ...

Linear Programming: Basics, Simplex Algorithm, and Duality. Applications of Linear Programming: regression, classification and other engineering applications. Integer Linear Programming: Basics, ...

This course continues our data structures and algorithms specialization by focussing on the use of linear and integer programming formulations for solving algorithmic problems that seek optimal ...