The book also addresses linear programming duality theory and its use in algorithm design as well as the Dual Simplex Method, Dantzig-Wolfe decomposition, and a primal-dual interior point algorithm.

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 ...

While the Omega ratio is considered to be a nonconvex function, the authors show an exact formulation in terms of a convex optimization problem and transform it as a linear program. The convex ...

Dr. James McCaffrey from Microsoft Research presents a complete end-to-end demonstration of the linear support vector regression (linear SVR) technique, where the goal is to predict a single numeric ...