Xiaoning Xu, Feng He, Rong Chen, Qingzhi Zhang, Solving non-linear portfolio optimization problems with interval analysis, The Journal of the Operational Research Society, Vol. 66, No. 6 (JUNE 2015), ...

We show that the adaptive distributionally robust linear optimization problem can be formulated as a classical robust optimization problem. To obtain a tractable formulation, we approximate the ...

This course examines formulation and solution of applicable optimization models, including linear, integer, nonlinear, and network problems, efficient algorithm methods, and use of computer modeling ...

As the title suggests, I have a problem in which I need to formulate an LP model. I'm supposed to work in Excel and use the Solver Add-in feature.I've done several other problems already, but this ...

450-1IEMS 450-1: Mathematical Optimization I VIEW ALL COURSE TIMES AND SESSIONS Prerequisites Linear algebra and calculus Description Linear programming formulation, simplex algorithm, optimality ...

With the help of linear optimization, an international supplier maximizes profit margins while seeding future growth opportunities.