Programming theory is treated initially without any assumptions about the functions and with interpretation for production and activity analysis. By proof of a general theorem about optimal and ...

Bingsheng He, Min Tao, Xiaoming Yuan, Convergence Rate Analysis for the Alternating Direction Method of Multipliers with a Substitution Procedure for Separable Convex Programming, Mathematics of ...

Introduction to the theory and solution methods of linear and nonlinear programming problems, including: linear programming duality, Lagrangian duality, convex programming and Karush-Kuhn-Tucker ...

Acceptability pricing is formulated, for the dual problem, as a disciplined convex program solvable by the software CVXOPT. Forward starting options are used to illustrate the procedures for ...