Abstract In this paper, by using a alternative theorem, we establish Lagrangian conditions and duality results for set-valued vector optimization problems when the objective and constant are nearly ...

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 ...

One course in optimization (including primal, dual problems, Lagrangian functions), linear algebra, calculus, familiar with real analysis or permission of instructor. Large-scale networks and datasets ...

In general, the iteration history consists of one line of printed output for each iteration, with the exception of the Nelder-Mead simplex method. The NLPNMS subroutine prints a line only after ...

BOZEMAN, Mont.--(BUSINESS WIRE)--FICO (NYSE: FICO): Global analytics software leader FICO today announced that the 2024 FICO® Xpress Best Paper Award went to a team that developed an algorithm for ...