You, too, can be a state-of-the-art sign-stealer. You can play along at home and download The Athletic’s homemade version of the sign-cracking algorithm, while we ...
The author presents a rapidly convergent algorithm to solve the general portfolio problem of maximizing concave utility functions subject to linear constraints. The algorithm is based on an iterative ...
The Journal of the Operational Research Society, Vol. 55, No. 12 (Dec., 2004), pp. 1275-1280 (6 pages) The fixed-charge problem is a non-linear programming problem of practical interest in business ...