Russian scientists from Lobachevsky State University of Nizhni Novgorod have improved the method of global optimization by offering the so-called "diagonal approach." The goal of global optimization ...

This course discusses basic convex analysis (convex sets, functions, and optimization problems), optimization theory (linear, quadratic, semidefinite, and geometric programming; optimality conditions ...

Optimization problems can be tricky, but they make the world work better. These kinds of questions, which strive for the best way of doing something, are absolutely everywhere. Your phone’s GPS ...

Introduction: The Portfolio Optimization Process Needs to Be Revamped. For decades, portfolio optimization has been the pinnacle of modern finance. In the 1950s, with the introduction of Harry ...