Edward Rothberg is CEO and Co-Founder of Gurobi Optimization, which produces one of the world’s fastest mathematical optimization solvers. As the great William Shakespeare once wrote, "What’s in a ...

Mathematical programming with vanishing constraints (MPVC) represents a challenging class of optimisation problems where certain constraints become inactive—or “vanish”—depending on specific ...

Abstract: Large-scale discrete optimization problems are difficult to solve, especially when different kinds of real constraints are considered. Conventionally, standard mathematical programming is a ...

Computer programs to solve linear programming problems by the simplex method have existed since the early 1950s. They remain the central feature of today's mathematical programming systems. There has ...

A next-gen Lagrange-Newton solver for nonconvex constrained optimization. Unifies barrier and SQP methods in a generic way, and implements various globalization flavors (line search/trust region and ...

In this article I intend to present programming as a mathematical activity without undertaking the arduous task of supplying a definition of "mathematics" pleasing all mathematicians, nor of defining ...

The Journal of the Operational Research Society, Vol. 50, No. 6 (Jun., 1999), pp. 581-595 (15 pages) This paper is aimed at researchers and practitioners in ...

Abstract: The purpose of this paper is to develop the concept and mathematical-programming methodology of matrix games with payoffs represented by Atanassov's interval-valued intuitionistic fuzzy ...