Many business challenges boil down to optimization problems, maximizing profit given constraints, minimizing risk given expected returns, and optimally distributing resources across alternatives. But most real-world optimization scenarios have complex search spaces with multiple local optima, making solutions hard to find and guarantee (Orús et al. in Rev Phys 4, 2019 [1]).

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Optimization and Portfolio Management

  • Madhusudan Singh,
  • Bharat S. Rawal

摘要

Many business challenges boil down to optimization problems, maximizing profit given constraints, minimizing risk given expected returns, and optimally distributing resources across alternatives. But most real-world optimization scenarios have complex search spaces with multiple local optima, making solutions hard to find and guarantee (Orús et al. in Rev Phys 4, 2019 [1]).