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 ...

The leading approach to the simplex method, a widely used technique for balancing complex logistical constraints, can’t get ...

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 ...

Algorithms that zero in on solutions to optimization problems are the beating heart of machine reasoning. New results reveal surprising limits. Our lives are a succession of optimization problems.