The present paper deals with the problem of maximizing the ratio of two linear functions subject to a set of linear equalities and nonnegativity constraints on the variables. The problem is attacked ...

Understand how approximation algorithms compute solutions that are guaranteed to be within some constant factor of the optimal solution. Develop a basic understanding of how linear and integer ...

A new principle for choosing portfolios based on historical returns data is introduced; the optimal portfolio based on this principle is the solution to a simple linear programming problem. This ...