Allocation between factor portfolios can bring significant advantages over traditional portfolio optimization performed among individual assets. Substantial dimension reduction when one's attention ...

This paper deals with an interval-oriented approach to solve general interval constrained optimization problems. Generally, this type of problems has infinitely many compromise solutions. The aim of ...

This is a preview. Log in through your library . Abstract A new algorithm for inequality constrained optimization is presented, which solves a linear programming subproblem and a quadratic subproblem ...

The Constraint Reasoning and Optimization Group led by Matt Järvisalo at the University of Helsinki has openings for postdoctoral researchers and exceptional PhD candidates The (CoReO) led by Prof. at ...

New innovation delivers optimal product conditions in fewer runs, reducing raw materials costs, and shaving weeks off of Process Development campaigns Time to market and accelerating commercialization ...

An optimization problem is one where you have to make the best decision (choose the best investments, minimize your company’s costs, find the class schedule with the fewest morning classes, or so on).

We construct duration-matched portfolios from the universe of the ICE BoA 0–2 Year AAA Euro Government Index (the “benchmark”), reweighted to optimize the portfolio Sherman ratio. We assess the ...

Supply chains are experiencing a period of significant disruption and challenge that is unlikely to abate in the short term. Covid-19, the war in Ukraine, rising fuel prices and now a looming ...