2 papers
math.OC2026
Non-convex integer programming: a deterministic solution method of the large block sale problem
David Nizard, Dominique Quadri
We study a non-convex, nonlinear integer mathematical program with a linear constraint. This problem originates in finance and consists of selling a large predetermined quantity of…
cs.DM2021
An exact dynamic programming algorithm, lower and upper bounds, applied to the large block sale problem
David Nizard, Nicolas Dupin, Dominique Quadri
In this article, we address a class of non convex, integer, non linear mathematical programs using dynamic programming. The mathematical program considered, whose properties are st…