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 ...

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 ...

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 ...