Xiaoning Xu, Feng He, Rong Chen, Qingzhi Zhang, Solving non-linear portfolio optimization problems with interval analysis, The Journal of the Operational Research Society, Vol. 66, No. 6 (JUNE 2015), ...

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 ...

Quantum computers could provide significantly better solutions more quickly. Credit: HZB The traveling salesman problem is considered a prime example of a combinatorial optimization problem.

Conventional quantum algorithms are not feasible for solving combinatorial optimization problems (COPs) with constraints in the operation time of quantum computers. To address this issue ...