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 ...

Computer programs to solve linear programming problems by the simplex method have existed since the early 1950s. They remain the central feature of today's mathematical programming systems. There has ...

The Journal of the Operational Research Society, Vol. 50, No. 6 (Jun., 1999), pp. 581-595 (15 pages) This paper is aimed at researchers and practitioners in ...

Integer programming is a crucial branch of mathematical optimisation that focuses on problems where some or all decision variables are constrained to be integers. This field underpins many practical ...

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 ...

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 ...