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.<BR><BR>I've done several other problems already, but ...

This course examines formulation and solution of applicable optimization models, including linear, integer, nonlinear, and network problems, efficient algorithm methods, and use of computer modeling ...

Estimation errors or uncertainities in expected return and risk measures create difficulties for portfolio optimization. The literature deals with the uncertainty using stochastic, fuzzy or ...

This is a preview. Log in through your library . Abstract In this paper, we revisit the auction design problem for multi-item auctions with budget constrained buyers by introducing a robust ...