The death of mathematician George Dantzig is a scientific watershed. Dantzig developed "linear programming" and the simplex method, used to solve complex efficiency problems for large organizations.

Pricing Partners, the independent valuation expert and a world leader in mathematical models and analytics for derivatives and structured products, announced today that Simplex, a new optimization ...

This is a preview. Log in through your library . Abstract In this paper, a modification of the bisection simplex method is made for more general purpose use. Organized in an alternative simpler form, ...