for a linear programming problem and let Z = ax + by be the objective function. When Z has an optimal value (maximum or minimum), where the variables x and y are subject to constraints described ...

A linear programming problem is one that is concerned ... negative and satisfy a set of linear inequalities (called linear constraints). Variables are sometimes called decision variables and ...

The companies going from “good” to “great” arrive at the right answers when it comes to making business decisions on product mix, logistical routing and demand planning through a process commonly ...

As such, the inverse problem, i.e., the implied volatility problem, becomes an instance of a mathematical problem with equilibrium constraints (MPEC), which is a class of constrained optimization ...