
ROME
 Referenced in 127 articles
[sw04733]
 solver engines, allowing modelers to express robust optimization problems in a mathematically meaningful ... crashing problem, and (3) a robust portfolio optimization problem. Through these modeling examples, we highlight...

GloMIQO
 Referenced in 82 articles
[sw06266]
 Globally optimizing mixedinteger quadraticallyconstrained quadratic programs. Major applications of mixedinteger quadraticallyconstrained ... separating objects in computational geometry, and portfolio optimization in finance. Specific instantiations of MIQCQP ... process networks optimization problems include: pooling problems, distillation sequences, wastewater treatment and total water systems ... polygon, and chip layout and compaction. Portfolio optimization in financial engineering can also be formulated...

SATzilla
 Referenced in 100 articles
[sw06281]
 component solvers, and constructs a portfolio optimizing a given objective function (such as mean runtime ... well beyond SATzilla07 by making the portfolio construction scalable and completely automated, and improving...

Mosek
 Referenced in 513 articles
[sw04618]
 MOSEK is a tool for solving mathematical optimization problems. Some examples of problems MOSEK ... problems occurs frequently in Financial applications e.g. portfolio management, Supply chain management, Analog chip design ... strengths of the linear and conic optimizers in MOSEK, then MOSEK is currently employed widely...

ghyp
 Referenced in 29 articles
[sw08162]
 random variates, expected shortfall and some portfolio optimization and plotting routines as well...

eSTREAM
 Referenced in 105 articles
[sw12699]
 dedicated to ciphers in this final portfolio. For information on the eSTREAM project and selection ... write and submit optimized code for eSTREAM ciphers. Reports on portfolio ciphers’ performance in software...

IPSSIS
 Referenced in 14 articles
[sw07158]
 that are not dominated by any other portfolio in the group), and on the other ... models do not solve for one optimal portfolio, but rather solve for an efficient...

RMetrics
 Referenced in 35 articles
[sw09991]
 Copulae, Pricing of Derivatives, Portfolio Analysis, Design and Optimization, and much more...

CRIO
 Referenced in 31 articles
[sw04840]
 mixedinteger optimization algorithm, used to solve subset selection in regression and portfolio selection...

QPALM
 Referenced in 6 articles
[sw35397]
 arising from application domains such as portfolio optimization and model predictive control. As such, QPALM...

2Phase NSGA II
 Referenced in 3 articles
[sw28524]
 reward and risk measurements algorithm in portfolio optimization. Portfolio optimization is a serious challenge ... paper, a new efficient multiobjective portfolio optimization algorithm called 2phase NSGA II algorithm...

Portfolio Safeguard
 Referenced in 23 articles
[sw14686]
 AORDA PSG: Portfolio Safeguard (PSG) is a nonlinear and mixedinteger nonlinear optimization package...

QPsimplex
 Referenced in 5 articles
[sw31751]
 parametric valueatrisk minimization, portfolio optimization, and robust optimization with ellipsoidal objective uncertainty...

vZ
 Referenced in 14 articles
[sw22666]
 functions. νZ provides a portfolio of approaches for solving linear optimization problems over SMT formulas...

MATLAB Financial Toolbox
 Referenced in 4 articles
[sw07147]
 analysis of financial data. You can optimize portfolios of financial instruments, optionally taking into account...

CLA
 Referenced in 2 articles
[sw33605]
 criticalline algorithm for portfolio optimization. Portfolio optimization is one of the problems most frequently...

ORPIT
 Referenced in 3 articles
[sw38073]
 solver to apply in problems of portfolio optimization or option replication...

PSG
 Referenced in 8 articles
[sw33474]
 Portfolio Safeguard (PSG) is an optimization package for solving nonlinear and mixedinteger nonlinear optimization...

PortfolioOptim
 Referenced in 1 article
[sw19708]
 package PortfolioOptim. Small/Large Sample Portfolio Optimization. Two functions for financial portfolio optimization by linear programming ... applicable for moderate sample sizes, finds optimal portfolio which has the smallest distance...

MILANO
 Referenced in 2 articles
[sw05166]
 Matlabbased toolbox for solving mixed integer optimization problems. Our focus will be on interior ... order cone constraints. Numerical results from portfolio optimization, supply chain management, and data mining will...