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accepted Card game / options pricing / Brownian bridge question
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Apr
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accepted An elementary problem in Euclidean geometry
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asked An elementary problem in Euclidean geometry
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accepted Efficient algorithm for finding the minima of a piecewise linear function
Apr
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Apr
17
comment Efficient algorithm for finding the minima of a piecewise linear function
Brian, typically this problem will need to be solved multiple times per second on a rolling basis - so speed is important, but it only needs to be "good enough". If a general purpose LP solver can solve in, say, less than 100ms, that will be well within the bounds of "good enough".