Skip to content

Optimization

Solvers and agent skills that search for the best answer under constraints, from GPU-accelerated linear and conic programming to routing and allocation problems.

2 skills tagged Optimization.

Skills

All skills

GPU-accelerated Mean-CVaR and Mean-Variance portfolio construction with NVIDIA cuOpt: scenario generation, variance-capped SOCP allocations, efficient frontiers, backtests and rebalancing.

1 views

Related tags

Tags that appear alongside this one, ranked by how often.

All tags