Xiaoning Xu, Feng He, Rong Chen, Qingzhi Zhang, Solving non-linear portfolio optimization problems with interval analysis, The Journal of the Operational Research Society, Vol. 66, No. 6 (JUNE 2015), ...

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 ...

The global optimization solver gives users a better way to tackle complex nonlinear problems in energy, pricing optimization and many other fields, and can offer guarantees about the performance of ...

Analytics software leader FICO today announced the release of a true global mathematical optimization solver as part of FICO® Xpress 9.2 Optimization.

Minimize costs? Create a conference schedule with fewest early-morning sessions? In this excerpt from the book Data Smart, find out how to use Excel's free Solver add-in to do some data science ...

The package CG+ is a Conjugate Gradient code for solving large-scale, unconstrained, nonlinear optimization problems. CG+ implements three different versions of the Conjugate Gradient method: the ...