Abstract: In this paper, we present a novel method for solving a class of quadratically constrained quadratic optimization problems using only additions and multiplications. This approach enables ...
PRIMA is a package for solving general nonlinear optimization problems without using derivatives. It provides the reference implementation for Powell's derivative-free optimization methods, i.e., ...
NVIDIA's GPU-accelerated cuOpt engine discovers new solutions for four MIPLIB benchmark problems, outperforming CPU solvers with 22% lower objective gaps. NVIDIA's cuOpt optimization engine has found ...
Abstract: Portfolio optimization is one of the most important financial problem, suffering from huge computational pressure due to arithmetic complexity. Quantum computing offers polynomial or even ...