We investigate risk-averse stochastic optimization problems with a risk-shaping constraint in the form of a stochastic-order relation. Both univariate and multivariate orders are considered. We extend ...

In this paper we test different conjugate gradient (CG) methods for solving largescale unconstrained optimization problems. The methods are divided in two groups: the first group includes five basic ...

Managing a power grid is like trying to solve an enormous puzzle. Grid operators must ensure the proper amount of power is flowing to the right areas at the exact time when it is needed, and they must ...

"We are surrounded by a huge number of systems - biological, technical, economic, which we can influence, which we can control. The task is to do it optimally, for example, reaching the desired point ...