From the 1 of 12 linked papers with an AI index.
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Applying a Random-Key Optimizer on Mixed Integer Programs
Antonio A. Chaves, Mauricio G. C. Resende, Carise E. Schmidt +3
Mixed-Integer Programs (MIPs) are NP-hard optimization models that arise in a broad range of decision-making applications, including finance, logistics, energy systems, and network…
Modern Computational Methods in Reinsurance Optimization: From Simulated Annealing to Quantum Branch & Bound
George Woodman, Ruben S. Andrist, Thomas Häner +4
We propose and implement modern computational methods to enhance catastrophe excess-of-loss reinsurance contracts in practice. The underlying optimization problem involves attachme…
Decomposition Pipeline for Large-Scale Portfolio Optimization with Applications to Near-Term Quantum Computing
Atithi Acharya, Romina Yalovetzky, Pierre Minssen +10
Industrially relevant constrained optimization problems, such as portfolio optimization and portfolio rebalancing, are often intractable or difficult to solve exactly. In this work…