Mathematical programming with vanishing constraints (MPVC) represents a challenging class of optimisation problems where certain constraints become inactive—or “vanish”—depending on specific ...

Integer programming and combinatorial optimization form the backbone of many decision-making and resource allocation problems across diverse fields, from logistics and telecommunications to finance ...

Edward Rothberg is CEO and Co-Founder of Gurobi Optimization, which produces one of the world’s fastest mathematical optimization solvers. As the great William Shakespeare once wrote, "What’s in a ...

Professor Ruszczynski’s interests are in the theory, numerical methods and applications of stochastic optimization. He is author of "Nonlinear Optimization", "Lectures on Stochastic programming", and ...

Math is everywhere, offering broad career choices. The mathematical and scientific computation major is the ideal choice for students who are interested in the interplay between mathematical theory ...

Results of this study raise serious questions concerning the reliability of a widely used commercial linear programming package. Three versions of IBM linear programming software were considered in ...

An operations research technique that solves problems in which an optimal value is sought subject to specified constraints. Mathematical programming models include linear programming, quadratic ...

Adam Hayes, Ph.D., CFA, is a financial writer with 15+ years Wall Street experience as a derivatives trader. Besides his extensive derivative trading expertise, Adam is an expert in economics and ...