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 ...

When solving the general smooth nonlinear and possibly nonconvex optimization problem involving equality and/or inequality constraints, an approximate first-order critical point of accuracy ϵ can be ...

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 ...

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, ...

The minimum function value f * = f(x *) = 0 is at the point x * = (1,1). The following code calls the NLPTR subroutine to solve the optimization problem: proc iml; title 'Test of NLPTR subroutine: ...