In this paper we discuss some branch and bound methods implemented in the UMPIRE mathematical programming system for solving practical integer programming problems and give details of computational ...

This paper studies a class of integer programming problems in which squares of variables may occur in the constraints, and shows that no computing device can be programmed to compute the optimum ...

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 ...

Mixed-integer nonlinear programming (MINLP) optimisation constitutes a critical methodology in tackling complex decision-making problems where both discrete choices and continuous variables are ...