Linear Programming Streamlines Asset Allocation Renowned mathematician George B. Dantzig died on May 13 at age 90, and the U.S. Strategic Command stood up a new component to focus on global ...

The problem is solved using a multi-stage stochastic linear programming (SLP) model to generalize the closed-form solution obtained by Richard (1975). We account for aspects of the application of the ...

1. Formulate an LP model for this problem 2. Create a spreadsheet model for this problem and solve it using solver 3. What is the optimal solution 4.

As the title suggests, I have a problem in which I need to formulate an LP model. I'm supposed to work in Excel and use the Solver Add-in feature.I've done several other problems already, but this ...

Second, an asset allocation committee seeking a simple approach to guiding broad asset allocation, aiming to beat a fixed hurdle rate (say, 7 per cent per annum in dollar terms).

We present a primal-dual algorithm that is very efficient. An implementation of the algorithm compares favorably with a standard linear programming code. We solved a problem with 300 components, 20 ...

The proper specification of tax liabilities and consumption behavior is a significant problem in designing models for studying firm growth. A specification is suggested to represent allocation of ...