BOZEMAN, Mont.--(BUSINESS WIRE)--Analytics software leader FICO today announced the release of a true global mathematical optimization solver as part of FICO ® Xpress 9.2 Optimization. The global ...

BOZEMAN, Mont., Sept. 1, 2023 — Analytics software leader FICO announced the release of a true global mathematical optimization solver as part of FICO Xpress 9.2 Optimization. The global optimization ...

Estimation errors or uncertainities in expected return and risk measures create difficulties for portfolio optimization. The literature deals with the uncertainty using stochastic, fuzzy or ...

When solving the general smooth nonlinear and possibly nonconvex optimization problem involving equality and/or inequality constraints, an approximate first-order critical point of accuracy ϵ can be ...