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 ...

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 ...

Purdue faculty dedicate countless hours to exploring the frontiers of their respective fields, pushing the boundaries of knowledge and contributing to the ever-evolving landscape of academia. To ...

New Jersey-based hydrochloric acid distributor Reagent Chemical is the first fleet to implement the provider’s new AI-powered ...

An optimization problem is one where you have to make the best decision (choose the best investments, minimize your company’s costs, find the class schedule with the fewest morning classes, or so on).

BeyondTrucks, provider of a transportation management system (TMS) designed to replace current legacy software and manual ...

This paper considers long-short portfolio optimization in the presence of two risk measures (variance and conditional value-at-risk (CVaR)), and asset choice constraints regarding buying and selling ...