We had our first taste of the problem with mean-variance optimization at a hedge fund some years back. We loaded the positions into an optimizer, pressed the button, and discovered 25% of the ...

The rise of AI, graphic processing, combinatorial optimization and other data-intensive applications has resulted in data-processing bottlenecks, as ever greater amounts of data must be shuttled back ...

In the lower part of the figure, it can be seen that L2O leverages on a set of training problem instances from the target optimization problem class to gain knowledge. This knowledge can help identify ...

There are, generally speaking, two types of people in the mathematical optimization software field: • Optimization solver developers: The technical experts who devise and implement the algorithms that ...

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 ...

It’s been difficult to find important questions that quantum computers can answer faster than classical machines, but a new algorithm appears to do it for some critical optimization tasks. For ...