Results 41 to 50 of about 1,217,661 (351)
Asymptotic of the Kantorovich potential for the optimal transport with Coulomb cost [PDF]
arXiv, 2022 We prove a conjecture regarding the asymptotic behavior at infinity of the Kantorovich potential for the Multimarginal Optimal Transport with Coulomb and Riesz costs.
arxiv
Optimization of Asset and Liability Management of Banks with Minimum Possible Changes
Mathematics, 2023 Asset-Liability Management (ALM) of banks is defined as simultaneous planning of all bank assets and liabilities under different conditions and its purpose is to maximize profits and minimize the risks in banks by optimizing the parameters in the balance
Pejman Peykani +4 more
doaj +1 more source
Stochastic programs without duality gaps [PDF]
, 2011 This paper studies dynamic stochastic optimization problems parametrized by a random variable. Such problems arise in many applications in operations research and mathematical finance.
Pennanen, Teemu, Perkkiö, Ari-Pekka
core +4 more sources
MOS: A Mathematical Optimization Service [PDF]
arXiv, 2022 We introduce MOS, a software application designed to facilitate the deployment, integration, management, and analysis of mathematical optimization models. MOS approaches mathematical optimization at a higher level of abstraction than existing optimization modeling systems, enabling its use with all of them.
arxiv
Inverse Optimization: Theory and Applications [PDF]
arXiv, 2021 Inverse optimization describes a process that is the "reverse" of traditional mathematical optimization. Unlike traditional optimization, which seeks to compute optimal decisions given an objective and constraints, inverse optimization takes decisions as input and determines an objective and/or constraints that render these decisions approximately or ...
arxiv
Calculus of variations with fractional derivatives and fractional integrals [PDF]
Applied Mathematics Letters 22 (2009) 1816--1820, 2009 We prove Euler-Lagrange fractional equations and sufficient optimality conditions for problems of the calculus of variations with functionals containing both fractional derivatives and fractional integrals in the sense of Riemann-Liouville.
arxiv +1 more source
Cardinal Optimizer (COPT) User Guide [PDF]
arXiv, 2022 Cardinal Optimizer is a high-performance mathematical programming solver for efficiently solving largescale optimization problem. This documentation provides basic introduction to the Cardinal Optimizer.
arxiv
Optimization under Uncertainty in the Era of Big Data and Deep Learning: When Machine Learning Meets Mathematical Programming [PDF]
Comput. Chem. Eng., Volume 125, 9 June 2019, Pages 434-448, 2019 This paper reviews recent advances in the field of optimization under uncertainty via a modern data lens, highlights key research challenges and promise of data-driven optimization that organically integrates machine learning and mathematical programming for decision-making under uncertainty, and identifies potential research opportunities.
arxiv +1 more source
The mathematics of eigenvalue optimization [PDF]
Mathematical Programming, 2003 Optimization problems involving the eigenvalues of symmetric and nonsymmetric matrices present a fascinating mathematical challenge. Such problems arise often in theory and practice, particularly in engineering design, and are amenable to a rich blend of classical mathematical techniques and contemporary optimization theory.
openaire +2 more sources
Optimum contribution for mate selection in Santa Inês sheep
Revista Brasileira de Zootecnia, 2021 The objective of this research was to simulate the genetic gains expected comparing random mating strategies and mate selection by optimum contribution with different penalty levels in the inbreeding rate of Santa Inês sheep.
José Lindenberg Rocha Sarmento +4 more
doaj +1 more source