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Journal of the Operational Research Society Volume 27, 1976 - Issue 4: Volume 27, issue 4
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Theoretical Paper

Compact Formulations of Mathematical Programmes for Financial Planning Problems

J. E. BroylesLondon Business School
Pages 885-893 | Published online: 19 Dec 2017
 
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Abstract

A method of converting financial planning problems from mixed-integer to pure-integer programmes is demonstrated on three examples of progressively increasing complexity. The number of constraints and variables is thereby reduced, and the use of reliable integer programming algorithms on small computer systems is facilitated.

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