Mathematical programming with vanishing constraints (MPVC) represents a challenging class of optimisation problems where certain constraints become inactive—or “vanish”—depending on specific ...

Edward Rothberg is CEO and Co-Founder of Gurobi Optimization, which produces one of the world’s fastest mathematical optimization solvers. As the great William Shakespeare once wrote, "What’s in a ...

An operations research technique that solves problems in which an optimal value is sought subject to specified constraints. Mathematical programming models include linear programming, quadratic ...

Professor Ruszczynski’s interests are in the theory, numerical methods and applications of stochastic optimization. He is author of "Nonlinear Optimization", "Lectures on Stochastic programming", and ...

This paper offers a qualitative theoretical analysis of the error that may arise when a linear programming calculation is used to solve a problem involving some ...

Adam Hayes, Ph.D., CFA, is a financial writer with 15+ years Wall Street experience as a derivatives trader. Besides his extensive derivative trading expertise, Adam is an expert in economics and ...

Results of this study raise serious questions concerning the reliability of a widely used commercial linear programming package. Three versions of IBM linear programming software were considered in ...