Learn how to use linear programming (LP) to optimize your financial goals and constraints by finding the best combination of variables.

Linear programming solutions addressing ISR asset allocation are surfacing in the academic and private sectors. A GMU graduate-level paper, presented on the day of Dantzig’s death, takes on the ...

LP can be used to solve many real-world problems, such as resource allocation, production planning, transportation, scheduling, and portfolio optimization. But how do you create a linear ...

ok i have been doing this problem for days now and just can't get it going.. tried about 5 different ways but i dont know. Please help. Best answer gets the points. Radmore Memorial Hospital has a ...

Asset allocation is an important decision problem in financial planning. In this paper, we study the multistage dynamic asset allocation problem which an investor is allowed to reallocate its wealth ...

Advantages of Network Models over LP Models Many linear programming problems have large embedded network structures. Such problems often result when modeling manufacturing processes, transportation or ...

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.I've done several other problems already, but this ...

The problem is solved using a multi-stage stochastic linear programming (SLP) model to generalize the closed-form solution obtained by Richard (1975). We account for aspects of the application of the ...

A simple investments allocation problem solved with a Linear Programming (LP) model and Google OR-tools, including a sensitivity analysis. The R&C Fund has just obtained 142600€ and is looking for ...

We formulate the problem with a dynamic stochastic programming model and develop a method that decomposes the problem into stage-based subproblems to solve it. The main advantage of this method is ...