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 ...

NumPy is a library for the Python programming language ... SciPy contains modules for optimization, linear algebra, integration, interpolation, special functions, FFT, signal and image processing, ODE ...

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 ...

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 ...

Formulate linear and integer programming problems for solving commonly encountered optimization problems. Understand how approximation algorithms compute solutions that are guaranteed to be within ...

Linear Programming: Basics, Simplex Algorithm, and Duality. Applications of Linear Programming: regression, classification and other engineering applications. Integer Linear Programming: Basics, ...

Nu-kote International manufactures ink-jet, laser, and toner cartridges; ribbons; and thermal fax supplies. We developed spreadsheet linear-programming models for planning shipments of finished goods ...

Second, the conversion to a single-objective optimization problem involves additional constraints. Third, since most real-world goal programming problems involve nonlinear criterion functions, the ...