Certain types of quadratic programs with linear constraints have the property that an extreme point of the convex set of feasible solutions is an optimal solution. This paper presents a procedure for ...

There are three groups of optimization techniques available in PROC NLP. A particular optimizer can be selected with the TECH=name option in the PROC NLP statement. Since no single optimization ...

In an incomplete market it is usually impossible to eliminate the intrinsic risk of an option. In this case quadratic risk minimization is often used to determine a hedging strategy. However, it may ...

KITCHENER, Ontario--(BUSINESS WIRE)--The new release of the linear stock-cutting optimization add-in (1DCutX) for Excel from Optimalon Software got two major improvements. Users can now minimize the ...