BOZEMAN, Mont., Sept. 1, 2023 — Analytics software leader FICO announced the release of a true global mathematical optimization solver as part of FICO Xpress 9.2 Optimization. The global optimization ...

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 ...

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).

Below, you will find information about software developed by the Center, as well as download links. Disclaimer: This software is provided without any expressed or implied warranty. In particular, ...

Sequential optimality conditions for constrained optimization are necessarily satisfied by local minimizers, independently of the fulfillment of constraint qualifications. These conditions support the ...

FSNet is a new problem-solving tool that can find the optimal solution to an extremely complex problem without violating any of the problem’s many constraints. Developed at MIT, FSNet could help power ...

BEAVERTON, Ore.--(BUSINESS WIRE)--Gurobi Optimization, LLC today announced the release of Gurobi 9.0, the latest version of its industry-leading mathematical programming solver. Gurobi 9.0 delivers ...