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

American Journal of Agricultural Economics, Vol. 79, No. 4 (Nov., 1997), pp. 1352-1362 (11 pages) This paper uses resampling estimation techniques to develop a statistical mathematical programming ...

A next-gen Lagrange-Newton solver for nonconvex constrained optimization. Unifies barrier and SQP methods in a generic way, and implements various globalization flavors (line search/trust region and ...

Computer programs to solve linear programming problems by the simplex method have existed since the early 1950s. They remain the central feature of today's mathematical programming systems. There has ...

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 ...

BEAVERTON, Ore.--(BUSINESS WIRE)--Gurobi Optimization, LLC today announced the release of Gurobi 9.0, the latest version of its industry-leading mathematical programming solver. Gurobi 9.0 delivers ...

This course is available on the MSc in Applicable Mathematics, MSc in Management Science (Operational Research), MSc in Statistics, MSc in Statistics (Financial Statistics), MSc in Statistics ...