Friday, February 18, 2005

I Never Knew

That essentially non-linear TVM problems could be reconstructed as LPs. Ain't that cool? Just reminds me how versatile LPs can be, if you formulate them right. I realised this in the middle of my Fin Eng class yesterday. Just reminded about it now that I'm about to start on my HW. .. Sadly its useless for my homework, but knowledge of LPs is so useful for optimisation. I'm really, really impressed.

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