The Journal of the Operational Research Society, Vol. 55, No. 12 (Dec., 2004), pp. 1275-1280 (6 pages) The fixed-charge problem is a non-linear programming problem of practical interest in business ...

Thank you for printing the lively article “A Storied Approach to Operations Research” (Notes from Academe, June 14), about Gene Woolsey of the Colorado School of Mines. ... I was especially struck by ...

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 ...

“To me, an algorithm is any piece of automated code that accepts some number of variables and data, [then] uses those variables and data to make decisions. But that’s the boring computer science ...