Solving linear programming problems in a spreadsheet yields equations for maximizing business profits. As applied to business, linear programming typically involves an objective formula, such as ...

Suvrajeet Sen, Julia L. Higle, An Introductory Tutorial on Stochastic Linear Programming Models, Interfaces, Vol. 29, No. 2 (Mar. - Apr., 1999), pp. 33-61. Free online reading for over 10 million ...

Diet models based on goal programming (GP) are valuable tools in designing diets that comply with nutritional, palatability and cost constraints. Results derived from GP models are usually very ...

In this note we present computational experience with a linear programming code on two Cray super-computers (Cray-1S, Cray X-MP/48). Results are given for problems involving up to 640,000 variables ...

This paper presents a novel approach to the computation of an implied volatility surface of American options written on risky assets. The approach is based on the simple observation that this ...