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

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 ...

An existence and uniqueness theorem for the nonlinear complementarity problem over closed convex cones in a reflexive real Banach space is established, using perturbations of solutions of variational ...

Integer programming is a crucial branch of mathematical optimisation that focuses on problems where some or all decision variables are constrained to be integers. This field underpins many practical ...

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 ...

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 ...

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 ...