We revisit the problem of minimizing a separable convex function with a linear constraint and box constraints. This optimization problem arises naturally in many applications in economics, insurance, and finance. Existing literature exclusively tackles this problem by using the traditional...

Let X1, . . . , Xn be a set of n continuous and non-negative random variables, with log-concave joint density function f, faced by a person who seeks for an optimal deductible coverage for this n risks. Let d = (d1, . . . dn) and d ∗ = (d ∗ 1 , . . . d∗ n ) be two vectors of deductibles...

We revisit the problem of minimizing a separable convex function with a linear constraint and box constraints. This optimization problem arises naturally in many applications in economics, insurance, and finance. Existing literature exclusively tackles this problem by using the traditional...