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Full-Text Articles in Physical Sciences and Mathematics
A Comparative Analysis Of An Interior-Point Method And A Sequential Quadratic Programming Method For The Markowitz Portfolio Management Problem, Zhifu Xiao
Honors Papers
In this paper, I give a brief introduction of the general optimization problem as well as the convex optimization problem. The portfolio selection problem, as a typical type of convex optimization problem, can be easily solved in polynomial time. However, when the number of available stocks in the portfolio becomes large, there might be a significant difference in the running time of different polynomial-time solving methods. In this paper, I perform a comparative analysis of two different solving methods and discuss the characteristics and differences.
Optimal Summer Camp Layout, Anthony Bonifonte
Optimal Summer Camp Layout, Anthony Bonifonte
Honors Papers
Convex optimization is an important branch of operations research. It generalizes linear programming and offers powerful tools for modelling problems and discovering optimal solutions to real world problems. Mathematically it is an interesting topic because it ties together many branches: linear algebra, multivariable calculus, and numerical analysis, to name a few. Modelling a problem as a convex optimization problem can be challenging but offers many benefits. Algorithm design is critically important to ensure precision of solutions that solve with minimal computation power. From an engineering perspective it is also incredibly useful, since many more situations can be modeled than with …