News

A timetabling problem is formulated as a large integer linear programming problem in 0-1 variables. A solution method based on Lagrangean relaxation coupled with subgradient optimization is presented.
This paper is concerned with a new linearization strategy for a class of zero-one mixed integer programming problems that contains quadratic cross-product terms between continuous and binary variables ...
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 ...