Concave objective functions which are both piecewise linear and separable are often encountered in a wide variety of management science problems. Provided the constraints are linear, problems of this ...

Our main result shows that computing a tight upper bound on the expected value of a mixed 0-1 linear program in maximization form with random objective is a completely positive program. This naturally ...

Classification of diet models We distinguish between two classes: 1 Single-objective problems: minimize (or maximize) one linear function of Xi: Minimize.