We had our first taste of the problem with mean-variance optimization at a hedge fund some years back. We loaded the positions into an optimizer, pressed the button, and discovered 25% of the ...

Alessio Figalli studies optimal transport, a field of math that ranges from the movements of clouds to the workings of chatbots. By Siobhan Roberts The words “optimal” and “optimize” derive from the ...

Over the course of my 25-year career in the mathematical optimization software industry, I’ve lost count of how many times I’ve been asked this question: “Can you tell me what mathematical ...

The leading approach to the simplex method, a widely used technique for balancing complex logistical constraints, can’t get any better. In 1939, upon arriving late to his statistics course at the ...

where \(\mathsf{G}(\cdot)\) is some convex operator and \(\mathcal{F}\) is as set of feasible input distributions. Examples of such an optimization problem include finding capacity in information ...

Dr. James McCaffrey of Microsoft Research shows how to implement simulated annealing for the Traveling Salesman Problem (find the best ordering of a set of discrete items). The goal of a combinatorial ...

A framework based on advanced AI techniques can solve complex, computationally intensive problems faster and in a more more scalable way than state-of-the-art methods, according to a new study. A ...

In 2026, I believe marketers will finally stop treating Generative Engine Optimization (GEO) as "SEO for ChatGPT" and ...

Quantum computers have already managed to surpass ordinary computers in solving certain tasks - unfortunately, totally useless ones. The next milestone is to get them to do useful things. Researchers ...

Shot-selection is a lot like parking a car on a crowded street — do you take what’s there or look for a better option? Which teams are solving this “optimal stopping problem”? There’s not a lot to ...