A modified version of Generalized Programming is presented for solving convex programming problems. The procedure uses convenient linear approximations of the gradient of the dual in order to ...

A new efficient system of representing the decision-maker's preference structure in solving multicriteria integer programming problems is developed. The problem is solved by an interactive ...

Quadratic programming has a variety of applications, such as resource planning, portfolio optimization, and structural analysis. Download this technical whitepaper on the sparse convex quadratic ...

Acceptability pricing is formulated, for the dual problem, as a disciplined convex program solvable by the software CVXOPT. Forward starting options are used to illustrate the procedures for ...