An example of the quadratic assignment problem (QAP) is the facility location problem, in which n facilities are assigned, at minimum cost, to n sites. Between each pair of facilities, there is a ...

The NLP procedure provides a number of algorithms for solving this problem that take advantage of special structure on the objective function or constraints, or both. One example is the quadratic ...

The author presents a rapidly convergent algorithm to solve the general portfolio problem of maximizing concave utility functions subject to linear constraints. The algorithm is based on an iterative ...