arXiv (All)
open access
Non-convex integer programming: a deterministic solution method of the large block sale problem
We study a non-convex, nonlinear integer mathematical program with a linear constraint. This problem originates in finance and consists of selling a large predetermined quantity of a financial asset over a fixed time horizon, while maximizing the total proceeds. The selling price is modeled using a
Conceptio Open Archive
Analyze & explore related research in Conceptio
Connect this record directly into your research workflow or AI agent. Explore citations across open repositories, query full text, and export structured proof bundles.
This document is indexed with metadata only: full text is not available in the archive for this record. Open the official source ↗
Related documents
- Bounded Integer Quadratic Programming through Parallelepiped Covers and Discrete Convic Optimization#1011604
- Continuous auction models#1064189
- Integer Programming and Combinatorial Optimization#3580
- A computational comparison of handling distance constraints in MINLP#1166167
- On the 0/1 knapsack polytope#429993
Record · ID 1325858
Retrieved via Conceptio: every document is proof-bundled with source, license, and retrieval metadata.
Retrieved via Conceptio: every document is proof-bundled with source, license, and retrieval metadata.
Bring this data into your agent: Connect via MCP or API · 20 free credits to start · no card required
Read the Docs → · View CLI source on GitHub · Conceptio Open Knowledge Archive
Read the Docs → · View CLI source on GitHub · Conceptio Open Knowledge Archive