This interval is determined using linear programming techniques. Finally, bounding convex envelope approximating problems are constructed and solved globally over any remaining intervals. Intervals ...

This article proposes a constrained ℓ₁ minimization method for estimating a sparse inverse covariance matrix based on a sample of n iid p-variate random variables. The resulting estimator is shown to ...

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