Optimization

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Mathematical Programming - Constrained Optimization

  • Assignment Method
  • Integer Programming
  • Linear Programming
  • Linear Goal Programming
  • Nonlinear Goal Programming
  • Mixed Integer P:rogramming
  • Quadratic Programming
  • Zero-One Programming
  • Transportation Method
  • Convert Assignment to Zero-One
  • Convert primal to dual
  • Convert Transportation to Linear Program

Sample:  Constrained Quadratic Program (Markowitz Portfolio Model)

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