This is a preview. Log in through your library . Abstract We provide an abstract principle aimed at proving that classes of optimization problems are typically well posed in the sense that the ...

A modified version of Generalized Programming is presented for solving convex programming problems. The procedure uses convenient linear approximations of the gradient of the dual in order to ...

Acceptability pricing is formulated, for the dual problem, as a disciplined convex program solvable by the software CVXOPT. Forward starting options are used to illustrate the procedures for ...

This course is available on the Global MSc in Management, Global MSc in Management (CEMS MIM), Global MSc in Management (MBA Exchange), MSc in Applicable Mathematics, MSc in Operations Research & ...