Ceres Solver is an open source C++ library for modeling and solving large, complicated optimization problems. It is a feature rich, mature and performant library which has been used in production at ...

This project implements a CVaR-minimizing portfolio optimization model based on the seminal paper "Optimization of Conditional Value-at-Risk" by Rockafellar and Uryasev (2000). The analysis uses ...

Abstract: The ever-increasing automation of complex decisionmaking processes through Operations Research (OR) raises the need for specialized management systems. To support multiple vertical ...

Over the course of the early 2020s, businesses have faced a barrage of challenges that few could’ve predicted. From global supply chain disruptions and pandemic-driven shutdowns to on-and-off tariffs, ...