Estimation errors or uncertainities in expected return and risk measures create difficulties for portfolio optimization. The literature deals with the uncertainty using stochastic, fuzzy or ...

SAE Transactions, Vol. 113, Section 5: JOURNAL OF MATERIALS AND MANUFACTURING (2004), pp. 101-110 (10 pages) Modern engineering design often involves computation-intensive simulation processes and ...

BOZEMAN, Mont.--(BUSINESS WIRE)--Analytics software leader FICO today announced the release of a true global mathematical optimization solver as part of FICO ® Xpress 9.2 Optimization. The global ...