Roughly, we will cover the following topics (some of them may be skipped depending on the time available). Linear Programming: Basics, Simplex Algorithm, and Duality. Applications of Linear ...

This is a preview. Log in through your library . Journal Information The Journal of Financial and Quantitative Analysis (JFQA) is published bimonthly in February, April, June, August, October, and ...

In regression problems alternative criteria of "best fit" to least squares are least absolute deviations and least maximum deviations. In this paper it is noted that linear programming techniques may ...