This book presents solutions to the general problem of single period portfolio optimization. It introduces different linear models, arising from different perfo

Many engineering, operations, and scientific applications include a mixture of discrete and continuous decision variables and nonlinear relationships involving

A guide to modern optimization applications and techniques in newly emerging areas spanning optimization, data science, machine intelligence, engineering, and c

The papers presented in this volume address diverse challenges in energy systems, ranging from operational to investment planning problems, from market economic

Optimization models play an increasingly important role in financial decisions. This is the first textbook devoted to explaining how recent advances in optimiza