Recently, a new approach for optimization of conditional value-at-risk (CVAR) was suggested and tested with several applications. For continuous distributions, CVAR is defined as the expected loss ...

This is a preview. Log in through your library . Abstract A new algorithm for inequality constrained optimization is presented, which solves a linear programming subproblem and a quadratic subproblem ...

This paper deals with an interval-oriented approach to solve general interval constrained optimization problems. Generally, this type of problems has infinitely many compromise solutions. The aim of ...

Allocation between factor portfolios can bring significant advantages over traditional portfolio optimization performed among individual assets. Substantial dimension reduction when one's attention ...

The Constraint Reasoning and Optimization Group led by Matt Järvisalo at the University of Helsinki has openings for postdoctoral researchers and exceptional PhD candidates The (CoReO) led by Prof. at ...

Quartic.ai, provider of an enterprise-scale GxP and CFR 21 part 11 compliant platform, applications, and end-to-end solutions that accelerate customers’ industry 4.0 journey, has released its PD ...