We show that the adaptive distributionally robust linear optimization problem can be formulated as a classical robust optimization problem. To obtain a tractable formulation, we approximate the ...

Xiaoning Xu, Feng He, Rong Chen, Qingzhi Zhang, Solving non-linear portfolio optimization problems with interval analysis, The Journal of the Operational Research Society, Vol. 66, No. 6 (JUNE 2015), ...

'Electronic amoeba' finds approximate solution to traveling salesman problem in linear time Date: December 10, 2020 Source: Hokkaido University Summary: Researchers have, inspired by the efficient ...

Analytics software leader FICO today announced the release of a true global mathematical optimization solver as part of FICO® Xpress 9.2 Optimization.

As the title suggests, I have a problem in which I need to formulate an LP model. I'm supposed to work in Excel and use the Solver Add-in feature.I've done several other problems already, but this ...