We study the multiple objective discrete optimization (MODO) problem and propose two-stage optimization problems as subproblems to be solved to obtain efficient solutions. The mathematical structure ...

Classical formulations of the portfolio optimization problem, such as mean-variance or Value-at-Risk (VaR) approaches, can result in a portfolio extremely sensitive to errors in the data, such as mean ...

There are, generally speaking, two types of people in the mathematical optimization software field: • Optimization solver developers: The technical experts who devise and implement the algorithms that ...