JSTOR Daily

Improving Discrete Model Representations via Symmetry Considerations

In this paper, we focus on a useful modeling concept that is frequently ignored while formulating discrete optimization problems. Very often, there exists a natural symmetry inherent in the problem ...
Business Wire

Research and Markets: Deterministic Operations Research: Models and Methods in Linear Optimization Is an Excellent Book for Operations Research of Linear Optimization Courses

DUBLIN--(BUSINESS WIRE)--Research and Markets(http://www.researchandmarkets.com/research/799091/deterministic_oper) has announced the addition of John Wiley and Sons ...
Simon Fraser University

Abraham P. Punnen

A. P. Punnen, Discrete Mathematics and Graph Theory, (under preparation, Draft version available, 2024) A. P. Punnen, Introduction to Linear Algebra, (under ...
Risk

Long–short portfolio optimization in the presence of discrete asset choice constraints and two risk measures

This paper considers long-short portfolio optimization in the presence of two risk measures (variance and conditional value-at-risk (CVaR)), and asset choice constraints regarding buying and selling ...