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 ...

FSNet is a new problem-solving tool that can find the optimal solution to an extremely complex problem without violating any of the problem’s many constraints. Developed at MIT, FSNet could help power ...

"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 ...