Algorithms are now responsible for about 70 per cent of all trades in U.S. equities. They execute trades at speeds and volumes that were, until recently, simply unimaginable.

An algorithm is presented for the solution of mixed integer programming problems. The method was developed to solve primarily those programming problems which contain a large number of continuous ...

In the present paper a bi-objective integer linear programming problem (BILP) is discussed. The main effort in this work is to effectively implement the ϵ-constraint method to produce a complete set ...