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 ...

A framework based on advanced AI techniques can solve complex, computationally intensive problems faster and in a more more scalable way than state-of-the-art methods, according to a new study. A ...

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 ...

There are, generally speaking, two types of people in the mathematical optimization software field: • Optimization solver developers: The technical experts who devise and implement the algorithms that ...