An application of the paper "Rockafellar, R. and S. Uryasev. “Optimization of conditional value-at risk.” Journal of Risk 3 (2000): 21-41."
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Updated
Feb 15, 2024 - R
An application of the paper "Rockafellar, R. and S. Uryasev. “Optimization of conditional value-at risk.” Journal of Risk 3 (2000): 21-41."
Codes for Non Linear Programming Optimization Course taught at IIT Kharagpur by Debjani Chakraborty
Gravity Model NLP via Greedy Solution Space Search
Implementation of various optimization algorithms in python and numpy
MATLAB code implementations for Nonlinear Programming problems, covering methods like KKT conditions, optimization algorithms, genetic algorithms and penalty function approaches.
This repository includes all the necessary routines to run the CAM optimization with the method described in Pavanello et al. 2024.
Attempts to produce my first binary wrapper
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