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Monday, August 6, 2007

Non linear programing (NLP) .pdf

Click on the link above to download the pdf file

General introduction to Non-Linear Pro-gramming (NLP)
 Warn of a number of NLP problems
 Introduction to the Markowitz portfolio model.
 Formulation and solution of nonlinear mod-els in GAMS.
 Learn the GAMS looping and printing fa-cilities.

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