As the title suggests, I have a problem in which I need to formulate an LP model. I'm supposed to work in Excel and use the Solver Add-in feature.<BR><BR>I've done several other problems already, but ...

In this paper we focus on a linear optimization problem with uncertainties, having expectations in the objective and in the set of constraints. We present a modular framework to obtain an approximate ...

This course examines formulation and solution of applicable optimization models, including linear, integer, nonlinear, and network problems, efficient algorithm methods, and use of computer modeling ...

Students will learn the foundations of linear programming, properties of optimal solutions and various solution methods for optimizing problems involving a linear objective function and linear ...

Estimation errors or uncertainities in expected return and risk measures create difficulties for portfolio optimization. The literature deals with the uncertainty using stochastic, fuzzy or ...