An alternative to Strong and Wolanowski's (1976) formulation of the sugar harvest-milling scheduling problem is suggested. The problem is formulated as a transport problem, which has several interesting features. For example: efficient computing routines are available; fewer constraints are...

The question of increasing biofuels production and the development of different biofuels production technologies has become controversial. On the one hand, production of corn-based biofuels creates a ‘food/feed vs. fuel’ tradeoff condition, along with subsequent uncertainties for both...

Sensitivity analysis is used to quantify the impact of changes in the initial data of linear programs on the optimal value. In particular, parametric sensitivity analysis involves a perturbation analysis in which the effects of small changes of some or all of the initial data on an optimal...

We derive empirical tests for stochastic dominance that allow for diversification between choice alternatives. The tests can be computed using straightforward linear programming. Bootstrapping techniques and asymptotic distribution theory can approximate the sampling properties of the test...

We propose linear programming tests for spanning and intersection based on stochastic dominance rather than mean-variance analysis. An empirical application investigates the diversification benefits to US investors from emerging equity markets.

We derive an empirical test for third-order stochastic dominance that allows for diversification between choice alternatives. The test can be computed using straightforward linear programming. Bootstrapping techniques and asymptotic distribution theory can approximate the sampling properties of...

In this paper we will describe a Multi-Agent System which is capable of finding a feasible solution of a specially structured linear programming problem. Emphasis is given to correctness issues and termination detection.

We propose a polynomial time primal-dual potential reduction algorithm for linear programming. Unlike any other interior point method, the new algorithm is based on a rank-one updating scheme for sequentially computing the projection matrices. For a standard linear programming problem, the...

We characterize the core of the partnership formation problem (Talman and Yang, Journal of Mathematical Economics 47, 2011) using cycles in the solution of a linear programming problem. The cycles also lead us to a new and intuitive sufficient condition for the existence of equilibrium,...

Support Vector Machines (SVMs) is known to be a powerful nonparametric classification technique even for high-dimensional data. Although predictive ability is important, obtaining an easy-to-interpret classifier is also crucial in many applications. Linear SVM provides a classifier based on a...