Pricing Partners, the independent valuation expert and a world leader in mathematical models and analytics for derivatives and structured products, announced today that Simplex, a new optimization ...

Since the 1970s, several authors have studied the structure of the set partitioning polytope and proposed adaptations of the simplex algorithm that find an optimal solution via a sequence of basic ...

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 ...