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 ...

F. Polimeno, T. Rehman, H. Neal, C. M. Yates, Integrating the use of Linear and Dynamic Programming Methods for Diary Cow Diet Formulation, The Journal of the ...

Formulate linear and integer programming problems for solving commonly encountered optimization problems. Understand how approximation algorithms compute solutions that are guaranteed to be within ...

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 ...