Mathematical programming discriminant analysis models must be normalised to prevent the generation of discriminant functions in which the variable coefficients and the constant term are zero. This ...

Integer programming, a cornerstone of combinatorial optimisation, focuses on the selection of discrete decision variables to solve complex real‐world problems such as scheduling, network design and ...

The author presents a rapidly convergent algorithm to solve the general portfolio problem of maximizing concave utility functions subject to linear constraints. The algorithm is based on an iterative ...