Decision diagrams have emerged as a powerful tool in combinatorial optimisation, offering a structured and compact representation of vast solution spaces. These graphical models, which encapsulate ...

This course discusses basic convex analysis (convex sets, functions, and optimization problems), optimization theory (linear, quadratic, semidefinite, and geometric programming; optimality conditions ...

This is a preview. Log in through your library . Abstract We apply conjugate duality to establish the existence of optimal portfolios in an assetallocation problem, with the goal of minimizing the ...