where f is the objective function and the m c i 's are the constraint functions. A point x is feasible if it satisfies all the constraints. The feasible region G is the set of all the feasible points.

This is a preview. Log in through your library . Abstract We consider the class of nonseparable mathematical programs in which the vector variable can be partitioned into a number of subvectors ...

This is a preview. Log in through your library . Abstract Linear programming models and their extensions have enjoyed a long history with portfolio optimization problems. Maximization of expected ...