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 ...

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 ...

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

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 ...

This is not the intended final version of these codes, as I plan to improve their documentation, with more comments like variables description and explanation about model constraints. This repository ...

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 ...

An operations research technique that solves problems in which an optimal value is sought subject to specified constraints. Mathematical programming models include linear programming, quadratic ...