Abstract: This article presents a prediction-correction proximal method (PCPM) for the general nonsmooth convex optimization problem with linear equality and inequality constraints. The proposed ...
This project implements a CVaR-minimizing portfolio optimization model based on the seminal paper "Optimization of Conditional Value-at-Risk" by Rockafellar and Uryasev (2000). The analysis uses ...
Abstract: The Distribution Network Reconfiguration (DNR) problem is a well-known problem in the field of power system optimization. It consists of altering the state of the switches in Distribution ...
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