5 search results - page 1 / 1 » George Dantzig's contributions to integer programming |
DISOPT
2008
13 years 5 months ago
2008
ANOR
2005
13 years 4 months ago
2005
Column generation has become a powerful tool in solving large scale integer programs. It is well known that most of the often reported compatibility issues between pricing subprobl...
AOR
2010
13 years 2 months ago
2010
We study the problem of computing general static-arbitrage bounds for European basket options; that is, computing bounds on the price of a basket option, given the only assumption...
AOR
2006
13 years 5 months ago
2006
In this paper we briefly review the importance of LP (linear programming), and Dantzig's main contributions to OR (Operations Research), mathematics, and computer science. In...
CORR
2010
Springer
13 years 5 months ago
2010
Springer
We study decompositions of the global NVALUE constraint. Our main contribution is theoretical: we show that there are propagators for global constraints like NVALUE which decomposi...