Alternation-Trading Proofs, Linear Programming, and Lower Bounds

Published in: CoRR (2010)

Keyphrases

linear programming
lower bound
np hard
objective function
optimal solution
linear programming relaxation
upper bound
linear program
branch and bound
feasible solution
lagrangian relaxation

branch and bound algorithm
electronic commerce
primal dual
worst case
quadratic programming
integer programming
theorem prover
lower and upper bounds
column generation
max sat
theorem proving

equational theories
financial markets
nonlinear programming
mathematical programming
foreign exchange
minimum cost
lower bounding
special case
upper and lower bounds
quadratic assignment problem
trading strategies

dynamic programming
algorithm for linear programming
vc dimension
trading systems
constraint propagation
constraint satisfaction problems
stock exchange
optimization problems
optimal cost
mathematical proofs