But, while human brains cannot process the voluminous quantities of data associated with the complex ISR asset allocation problem and arrive at an optimal solution, linear programming can, Hammett ...

We consider linear optimization over a nonempty convex semialgebraic feasible region F. Semidefinite programming is an example. If F is compact, then for almost every linear objective there is a ...

A new principle for choosing portfolios based on historical returns data is introduced; the optimal portfolio based on this principle is the solution to a simple linear programming problem. This ...