News

A timetabling problem is formulated as a large integer linear programming problem in 0-1 variables. A solution method based on Lagrangean relaxation coupled with subgradient optimization is presented.
In this paper we discuss some branch and bound methods implemented in the UMPIRE mathematical programming system for solving practical integer programming problems and give details of computational ...
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 ...