5 search results - page 1 / 1 » George Dantzig's contributions to integer programming |
55
Voted
DISOPT
2008
15 years 18 days ago
2008
97
Voted
ANOR
2005
15 years 13 days 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...
122
click to vote
AOR
2010
14 years 10 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...
141
click to vote
AOR
2006
15 years 18 days 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...
98
Voted
CORR
2010
Springer
15 years 18 days 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...