Convex optimisation constitutes a fundamental area in applied mathematics where the objective is to identify the minimum of a convex function subject to a set of convex constraints. This framework ...

In this note, we extend the algorithms Extra [13] and subgradient-push [10] to a new algorithm ExtraPush for consensus optimization with convex differentiable objective functions over a directed ...

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 ...

BOZEMAN, Mont.--(BUSINESS WIRE)--Analytics software leader FICO today announced the release of a true global mathematical optimization solver as part of FICO ® Xpress 9.2 Optimization. The global ...