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Method for optimizing inequality and equality constrained resources allocation problems in industrial applications
Method for optimizing inequality and equality constrained resources allocation problems in industrial applications
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机译:工业应用中不平等和平等约束资源分配问题的优化方法
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摘要
In industrial applications, the invention relates to various algorithms for determining optimal resources or assets allocations under various equality and inequality constraints. In particular, constrained quadratic or conic optimization problems of unique importance for portfolio asset allocation are seamlessly solved in analytic and efficient ways. In addition, by providing exact or analytic optimum expressions, robustness can be readily ascertained.
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