-level orthogonal arrays. In this article, we present a mixed integer linear programming approach that seeks an optimal blocking … mixed integer linear programming approach outperforms two benchmark techniques in terms of the number of estimable two …

originally generated the process. The novel aspect of our work is the use of Mixed Integer Linear Programming for formulating and …

average excess return and minimizes underperformance over a learning period. This can be formulated as a simple Linear … Programming problem that is solved to optimality by standard LP codes. Moreover, we investigate conditions that guarantee or …

adopt their approach, which uses linear programming techniques and duality theory, to derive the welfare and existence …) search. The strength of our formulation and the linear programming approach is that they allow us to generalize the … also opens the door to the use of linear programming algorithms for computing equilibria …

utilitarian social planner solving a linear programming problem. …

bounds can be obtained by solving linear programming problems. Inference about the identified interval and the functional L …