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A project headed by the SEI’s Scott McMillan took a step in 2020 toward standardizing graph algorithm application development in C++.
CSCI 5654: Linear Programming CSCI 5654: Linear Programming Instructor Fall 2016: Sriram Sankaranarayanan Prerequisites Calculus I,II + Algorithms + Linear Algebra. Topics Covered Roughly, we will ...
This paper derives and tests a new linear programming (LP) approach to bond portfolio management. The model elicits possible tax-clientele effects in the pricing of U.S. Government coupon bonds and ...
Harry M. Markowitz, The Elimination Form of the Inverse and Its Application to Linear Programming, Management Science, Vol. 3, No. 3 (Apr., 1957), pp. 255-269 ...