This book presents solutions to the general problem of single period portfolio optimization. It introduces different linear models, arising from different performance measures, and the mixed integer linear models resulting from the introduction of real features. Other linear models, such as...

This book introduces the reader to the field of multiobjective optimization through problems with simple structures, namely those in which the objective function and constraints are linear. Fundamental notions as well as state-of-the-art advances are presented in a comprehensive way and...

This Fourth Edition introduces the latest theory and applications in optimization. It emphasizes constrained optimization, beginning with a substantial treatment of linear programming and then proceeding to convex analysis, network flows, integer programming, quadratic programming, and convex...