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 ...
BEAVERTON, Ore.--(BUSINESS WIRE)--Gurobi Optimization, LLC today announced the release of Gurobi 9.0, the latest version of its industry-leading mathematical programming solver. Gurobi 9.0 delivers ...
The optimisation of gas networks has emerged as a critical field in energy systems engineering, incorporating advanced nonlinear programming techniques to address the increasing complexity of gas ...
This is a preview. Log in through your library . Abstract The trust region approach has been extended to solving nonlinear constrained optimization. Most of these extensions consider only equality ...
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 ...