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 ...

This course continues our data structures and algorithms specialization by focussing on the use of linear and integer programming formulations for solving algorithmic problems that seek optimal ...

Moreover, a simple alternating procedure and a variable neighborhood search heuristic are developed to solve large instances and compared with the well-known method of successive linear programming.

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