Did you consider yourself a mathematician the last time you sat down to solve a Sudoku puzzle? It’s certainly a mentally ...

This paper describes and solves the operational pilot scheduling problem for one day of operations. The problem consists in simultaneously modifying, as necessary, the existing flight departure ...

Classical formulations of the portfolio optimization problem, such as mean-variance or Value-at-Risk (VaR) approaches, can result in a portfolio extremely sensitive to errors in the data, such as mean ...

Example 5.4: Restarting an Optimization This example shows how you can restart an optimization problem using the OUTEST=, INEST=, OUTMODEL=, and MODEL= options and how to save output into an OUT= data ...