Abstract In this paper, by using a alternative theorem, we establish Lagrangian conditions and duality results for set-valued vector optimization problems when the objective and constant are nearly ...

We investigate risk-averse stochastic optimization problems with a risk-shaping constraint in the form of a stochastic-order relation. Both univariate and multivariate orders are considered. We extend ...

Physics and Python stuff. Most of the videos here are either adapted from class lectures or solving physics problems. I really like to use numerical calculations without all the fancy programming ...

One course in optimization (including primal, dual problems, Lagrangian functions), linear algebra, calculus, familiar with real analysis or permission of instructor. Large-scale networks and datasets ...