Example: bankruptcy
Duality For Mixed Integer Linear Programs
Found 2 free book(s)Optimization Methods in Finance - ku
web.math.ku.dkeral classes of optimization problems (including linear, quadratic, integer, dynamic, stochastic, conic, and robust programming) encountered in nan-cial models. For each problem class, after introducing the relevant theory (optimality conditions, duality, etc.) and e cient solution methods, we dis-
Introduction to Operations Research
www.cs.toronto.eduWe call this a program. It is a linear program, because the objective is a linear function of the decision variables, and the constraints are linear inequalities (in the decision variables). Blending A companywants to producea certain alloy containing 30% lead, 30% zinc, and 40% tin. …