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 ...

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.

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).

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, ...