We investigate risk-averse stochastic optimization problems with a risk-shaping constraint in the form of a stochastic-order relation. Both univariate and multivariate orders are considered. We extend ...

A framework based on advanced AI techniques can solve complex, computationally intensive problems faster and in a more more scalable way than state-of-the-art methods, according to a new study. A ...

A group of researchers at the Massachusetts Institute of Technology have devised a potentially more effective way of helping computers solve some of the toughest optimization problems they face. Their ...

Over the course of my 25-year career in the mathematical optimization software industry, I’ve lost count of how many times I’ve been asked this question: “Can you tell me what mathematical ...

When a commercial quantum computer will surpass classical machines for real-world optimization is unknown, but probabilistic ...

Experts say ABC represents a major step forward in bio-inspired computing. By replicating the collective intelligence and adaptive strategies of honey bees, the algorithm provides a flexible, ...

CAMBRIDGE, U.K. – A small Microsoft Research team had lofty goals when it set out four years ago to create an analog optical computer that would use light as a medium for solving complex problems.

There’s an old saying: When the only tool you have is a hammer, every problem looks like a nail. Sometimes referred to as “the law of the instrument,” that hammer-and-nail idea is a common pitfall in ...