This chapter demonstrates how the framework can be used to solve financial problems. It
discusses the limitations of the environment with respect to financial modeling …

In this thesis parametric analysis for conic quadratic optimization problems is studied. In
parametric analysis, which is often referred to as parametric optimization or parametric …

Investors with small portfolios, or a limited number of securities in their portfolios, may benefit
from a new portfolio optimization method. Placing a limit on the number of assets in a …

Diverse forms of nonlinear optimization problems can be recast to special problem types,
permitting a wider variety of highly effective solvers to be used and possibly leading to …