We consider a production planning problem where the production process creates a mixture of desirable products and undesirable byproducts. In this production process, at any point in time the fraction of the mixture that is an undesirable byproduct increases monotonically as a function of the...

The academic literature has been reluctant to accept technical analysis as a rational strategy of traders in financial markets. In practice traders and analysts heavily use technical analysis to make investment decisions. To resolve this incongruence the aim of this study is to translate...

We introduce a mixed integer linear modeling approach for the optimization of dynamic transport networks based on the piecewise linearization of nonlinear constraints and we show how to apply this method by two examples, transient gas and water supply network optimization. We state the mixed...

We introduce a mixed integer linear modeling approach for the optimization of dynamic transport networks based on the piecewise linearization of nonlinear constraints and we show how to apply this method by two examples, transient gas and water supply network optimization. We state the mixed...