We propose a united framework to address a family of classical mixed-integer optimization problems with logically constrained decision variables, including network design, facility location, unit ...

Integer linear programming can help find the answer to a variety of real-world problems. Now researchers have found a much faster way to do it. The traveling salesperson problem is one of the oldest ...

Marshall, Paul W. "Linear Programming: A Technique for Analyzing Resource Allocation Problems." Harvard Business School Background Note 171-322, January 1971. (Revised November 1975 ...

This paper presents a novel approach to the computation of an implied volatility surface of American options written on risky assets. The approach is based on the simple observation that this ...