This is a preview. Log in through your library . Abstract The basic properties are stated of a linear programming problem with a linear objective function having quadratic constraints whose associated ...

This example shows how to use PROC LP to solve a linear goal-programming problem. PROC LP has the ability to solve a series of linear programs, each with a new objective function. These objective ...

Recently, a new approach for optimization of conditional value-at-risk (CVAR) was suggested and tested with several applications. For continuous distributions, CVAR is defined as the expected loss ...

The NLP procedure (NonLinear Programming) offers a set of optimization techniques for minimizing or maximizing a continuous nonlinear function f(x) of n decision variables, x = (x 1, ... ,x n) T with ...

We consider a very general model for managing the exploration–exploitation trade-off, which allows global convex constraints and concave objective on the aggregate decisions over time in addition to ...

Luanda — The preparation of elections in Angola has been a tough task due to the country's political and administrative reality he considered as "diffuse", associated with the constraints in the ...