The author presents a rapidly convergent algorithm to solve the general portfolio problem of maximizing concave utility functions subject to linear constraints. The algorithm is based on an iterative ...

Probabilistic programming has emerged as a powerful paradigm that integrates uncertainty directly into computational models. By embedding probabilistic constructs into conventional programming ...

This is a preview. Log in through your library . Abstract The trust region approach has been extended to solving nonlinear constrained optimization. Most of these extensions consider only equality ...

Computers can be used to help solve problems. However, before a problem can be tackled, it must first be understood. Computational thinking helps us to solve problems. Designing, creating and refining ...