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 paper deals with the packing problem of circles and non-convex polygons, which can be both translated and rotated into a strip with prohibited regions. Using the Ф-function technique, a ...

Overview: Open-source MATLAB libraries help you extend MATLAB’s core functionality with advanced tools for optimization, ...

Over the course of my 25-year career in the mathematical optimization software industry, I’ve lost count of how many times I’ve been asked this question: “Can you tell me what mathematical ...

Research teams from energy giant ExxonMobil and IBM have been working together to find quantum solutions to one of the most complex problems of our time: managing the tens of thousands of merchant ...

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).