We investigate risk-averse stochastic optimization problems with a risk-shaping constraint in the form of a stochastic-order relation. Both univariate and multivariate orders are considered. We extend ...

There are, generally speaking, two types of people in the mathematical optimization software field: • Optimization solver developers: The technical experts who devise and implement the algorithms that ...

Problem solving is, itself, a problem. With so many proven methods at our disposal, choosing the right one can feel like a long and difficult journey. Today, I’d like to take a look at three methods ...