in financial matters, portfolio can be interpreted as a combination or a series of investments hold by an institution or a person. portfolio optimization is one of the most important concerns of investors for maximizing the portfolio in financial markets. the formation of portfolio is a vital and critical decision for the companies.  in fact, the selection of portfolio is to specify the capital...

the one-dimensional cutting stock problem, has so many applications in lots of industrial processes and during the past few years has attracted so many researchers’ attention all over the world. in this paper a meta-heuristic method based on aco is presented to solve this problem. in this algorithm, based on designed probabilistic laws, artificial ants do select various cuts and then select the...

This is the second paper in a series presenting case studies in modern large-scale constrained optimization [9]. In this paper, we consider the shape of a hanging chain, which, in equilibrium, minimizes the potential energy of the chain. In addition to the tutorial aspects of this paper, we also emphasize the importance of certain modeling issues such as convex vs. nonconvex formulations of giv...