PSG
Portfolio Safeguard (PSG) is an optimization package for solving nonlinear and mixed-integer nonlinear optimization problems in Windows and Linux (Ubuntu 16.04) operating systems. PSG contains precoded major classes of nonlinear functions and can formulate optimization problems in analytic format.
Keywords for this software
References in zbMATH (referenced in 7 articles )
Showing results 1 to 7 of 7.
Sorted by year (- Kuzmenko, Viktor; Salam, Romel; Uryasev, Stan: Checkerboard copula defined by sums of random variables (2020)
- Zrazhevsky, G. M.; Golodnikov, A. N.; Uryasev, S. P.; Zrazhevsky, A. G.: Application of buffered probability of exceedance in reliability optimization problems (2020)
- Kuzmenko, Viktor; Uryasev, Stan: Kantorovich-Rubinstein distance minimization: application to location problems (2019)
- Zrazhevsky, G.; Golodnikov, A.; Uryasev, S.: Mathematical methods to find optimal control of oscillations of a hinged beam (deterministic case) (2019)
- Shang, Danjue; Kuzmenko, Victor; Uryasev, Stan: Cash flow matching with risks controlled by buffered probability of exceedance and conditional value-at-risk (2018)
- Filomena, Tiago P.; Lejeune, Miguel A.: Warm-start heuristic for stochastic portfolio optimization with fixed and proportional transaction costs (2014)
- Rockafellar, R. T.; Royset, J. O.; Miranda, S. I.: Superquantile regression with applications to buffered reliability, uncertainty quantification, and conditional value-at-risk (2014)