An interior trust-region-based algorithm for linearly constrained minimization problems is proposed and analyzed. This algorithm is similar to trust region algorithms for unconstrained minimization: a ...

The LICOMP technique solves a quadratic problem as a linear complementarity problem. It can be used only if G is positive (negative) semi-definite for minimization (maximization) and if the parameters ...

Certain types of quadratic programs with linear constraints have the property that an extreme point of the convex set of feasible solutions is an optimal solution. This paper presents a procedure for ...

We investigate hedging strategies using piecewise linear risk minimization. We illustrate that this criterion for risk minimization may lead to a smaller expected total hedging cost and significantly ...

Optimalon Software implements the layout minimization and automation support in recently released version of its linear stock-cutting optimization add ...