This repository contains a simple implementation of a linear programming solver, in particular for the primal and dual simplex method in tableau form and the application of Gomory's cut in case of ...

Abstract: We develop a rapid rank-revealing technique to address a wide range of global optimization problems with a huge search space. This method is versatile, serving effectively for both nonlinear ...

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: 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 ...