Estimation errors or uncertainities in expected return and risk measures create difficulties for portfolio optimization. The literature deals with the uncertainty using stochastic, fuzzy or ...

When solving the general smooth nonlinear and possibly nonconvex optimization problem involving equality and/or inequality constraints, an approximate first-order critical point of accuracy ϵ can be ...

BOZEMAN, Mont., Sept. 1, 2023 — Analytics software leader FICO announced the release of a true global mathematical optimization solver as part of FICO Xpress 9.2 Optimization. The global optimization ...

BOZEMAN, Mont.--(BUSINESS WIRE)--Analytics software leader FICO today announced the release of a true global mathematical optimization solver as part of FICO ® Xpress 9.2 Optimization. The global ...

Did you consider yourself a mathematician the last time you sat down to solve a Sudoku puzzle? It’s certainly a mentally ...

There are several optimization techniques available in PROC NLMIXED. You can choose a particular optimizer with the TECH=name option in the PROC NLMIXED statement. No algorithm for optimizing general ...

Below, you will find information about software developed by the Center, as well as download links. Disclaimer: This software is provided without any expressed or implied warranty. In particular, ...

In our competitive global society, successful and economical design of automotive and industrial structures is crucial. Optimizing the geometry of individual pieces of complex machines improves ...