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 ...

Xiaoning Xu, Feng He, Rong Chen, Qingzhi Zhang, Solving non-linear portfolio optimization problems with interval analysis, The Journal of the Operational Research Society, Vol. 66, No. 6 (JUNE 2015), ...

The rise of AI, graphic processing, combinatorial optimization and other data-intensive applications has resulted in data-processing bottlenecks, as ever greater amounts of data must be shuttled back ...

It’s been difficult to find important questions that quantum computers can answer faster than classical machines, but a new algorithm appears to do so for some critical optimization tasks.

A line of engineering research seeks to develop computers that can tackle a class of challenges called combinatorial optimization problems. These are common in real-world applications such as ...