Abstract: This article presents a prediction-correction proximal method (PCPM) for the general nonsmooth convex optimization problem with linear equality and inequality constraints. The proposed ...
Capacitated Vehicle Routing Problem with Time Windows - An advanced optimization system for logistics and delivery route planning ⚠️ Note: This is not a production-ready project but has a clean ...
This project implements a CVaR-minimizing portfolio optimization model based on the seminal paper "Optimization of Conditional Value-at-Risk" by Rockafellar and Uryasev (2000). The analysis uses ...
Abstract: This article considers distributed optimization for minimizing the average of local nonconvex cost functions, by using local information exchange over undirected communication networks. To ...
Enterprises across industries, from energy to finance, use optimization models to plan complex operations like supply chains and logistics. These models work by defining three elements: the choices ...
NVIDIA's GPU-accelerated cuOpt engine discovers new solutions for four MIPLIB benchmark problems, outperforming CPU solvers with 22% lower objective gaps. NVIDIA's cuOpt optimization engine has found ...
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