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 ...

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), ...

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 ...

Interior methods are an omnipresent, conspicuous feature of the constrained optimization landscape today, but it was not always so. Primarily in the form of barrier methods, interior-point techniques ...

See "Nonlinear Optimization and Related Subroutines" for a listing of all NLP subroutines. See Chapter 11, "Nonlinear Optimization Examples," for a description of the inputs to and outputs of all NLP ...

See Chapter 11, "Nonlinear Optimization Examples," for a description of the inputs to and outputs of all NLP subroutines. The NLPQN subroutine uses (dual) quasi-Newton optimization techniques, and it ...