Modern semiconductor chip design faces growing complexity due to numerous timing scenarios driven by varying operating ...

This is a preview. Log in through your library . Abstract A new algorithm for inequality constrained optimization is presented, which solves a linear programming subproblem and a quadratic subproblem ...

Sequential optimality conditions for constrained optimization are necessarily satisfied by local minimizers, independently of the fulfillment of constraint qualifications. These conditions support the ...

Allocation between factor portfolios can bring significant advantages over traditional portfolio optimization performed among individual assets. Substantial dimension reduction when one's attention ...

Purdue faculty dedicate countless hours to exploring the frontiers of their respective fields, pushing the boundaries of knowledge and contributing to the ever-evolving landscape of academia. To ...

Quartic.ai, provider of an enterprise-scale GxP and CFR 21 part 11 compliant platform, applications, and end-to-end solutions that accelerate customers’ industry 4.0 journey, has released its PD ...

This paper considers long-short portfolio optimization in the presence of two risk measures (variance and conditional value-at-risk (CVaR)), and asset choice constraints regarding buying and selling ...