William T. Ziemba, Solving Nonlinear Programming Problems with Stochastic Objective Functions, The Journal of Financial and Quantitative Analysis, Vol. 7, No. 3 (Jun., 1972), pp. 1809-1827 ...

Abstract. In this paper, some interval valued programming problems are discussed. The solution concepts are adopted fromWu [7] and Chalco-Cano et al. [34]. By considering generalized Hukuhara ...

To solve the problem, the authors use a partial outer convexification approach, which involves two stages: the solution of a (smoothed) nonlinear programming problem with dynamic constraints and a ...

The global optimization solver gives users a better way to tackle complex nonlinear problems in energy, pricing optimization and many other fields, and can offer guarantees about the performance ...

Assignments will include conceptual multiple-choice questions as well as problem solving assignments that will involve programming and testing algorithms. Learning Outcomes Formulate linear and ...