Linearity has been a sticking point since the very beginning, with the famous exchange between Hotelling and Von Neumann. MILP solvers are amazing, and what the

Linearity has been a sticking point since the very beginning, with the famous exchange between Hotelling and Von Neumann. MILP solvers are amazing, and what they can solve feels like it should be impossible, but even so you get stuck sometimes banging nonlinear pegs into linear holes.