Decision Optimization

Decision Optimization

Delivers prescriptive analytics capabilities and decision intelligence to improve decision-making.


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  • 1.  CPLEX CVaR minimization

    Posted 02/21/14 08:19 AM

    Originally posted by: Alex_22


    Good morning, 

    I want to solve the model defined in the attached file with CPLEX. I have to solve the model for random data n, S, μ, R, α and y. 

    I've seen many examples from Markowitz model but i can't found anything for my problem. 

    Please need help. 

    Thank you

    A. H

     

     


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