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 ...

(Phys.org)—Researchers have designed and implemented an algorithm that solves computing problems using a strategy inspired by the way that an amoeba branches out to obtain resources. The new algorithm ...

where \(\mathsf{G}(\cdot)\) is some convex operator and \(\mathcal{F}\) is as set of feasible input distributions. Examples of such an optimization problem include finding capacity in information ...