MPAX is a hardware-accelerated, differentiable, batchable, and distributable solver for mathematical programming in JAX, designed to integrate with modern computational and deep learning workflows: ...
Abstract: In this paper we deal with a network of agents seeking to solve in a distributed way Mixed-Integer Linear Programs (MILPs) with a coupling constraint (modeling a limited shared resource) and ...
Abstract: Quantile is one of the major metrics used in risk management. Since qauantile represents the downside risk. In this paper, we present a new variant of Nelder-Mead method (NM) for ...