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), ...

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 ...

Minimize costs? Create a conference schedule with fewest early-morning sessions? In this excerpt from the book Data Smart, find out how to use Excel's free Solver add-in to do some data science ...

Students will learn the foundations of linear programming, properties of optimal solutions and various solution methods for optimizing problems involving a linear objective function and linear ...

Quantum computers of the future hold promise for solving complex problems more quickly than ordinary computers. For example, they can factor large numbers exponentially faster than classical ...

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