To begin with, what follows is an example of an LP problem: where s.t. stands for subject
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To begin with, what follows is an example of an LP problem:
where s.t. stands for "subject to" the list of constraints. We observe that all decision variables occur in a linear fashion (no powers, no products, no fancy functions), and it is easy to see that the optimal solution is with optimal value of the objective function
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Related Book For
An Introduction To Financial Markets A Quantitative Approach
ISBN: 9781118014776
1st Edition
Authors: Paolo Brandimarte
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