Estimation errors or uncertainities in expected return and risk measures create difficulties for portfolio optimization. The literature deals with the uncertainty using stochastic, fuzzy or ...

This article is concerned with the computational aspect of l₁ regularization problems with a certain class of piecewise linear loss functions. The problem of computing the l₁ regularization path for a ...

In the last decade, American Airlines has slashed by two-thirds the penalty payments it must make to flight crews when scheduling snags leave employees sitting in airports, wasting time. Many factors ...

Integer programming, a cornerstone of combinatorial optimisation, focuses on the selection of discrete decision variables to solve complex real‐world problems such as scheduling, network design and ...