Mixed-integer nonlinear programming (MINLP) optimisation constitutes a critical methodology in tackling complex decision-making problems where both discrete choices and continuous variables are ...

The Journal of Financial and Quantitative Analysis (JFQA) is published bimonthly in February, April, June, August, October, and December by the Michael G. Foster School of Business at the University ...

To make things worse, the problems are nonlinear and have mixed-integer decisions," explains Potschka. "Most approaches so far either drop the nonlinearity in favor of a relatively coarse piecewise ...