![]() ![]() Bond Portfolio Management: Allocate funds to bonds to maximize return while ensuring that the portfolio duration equals the investment horizon for maturity - with known or computed durations.Portfolio Optimization - Sharpe Model (CAPM): Uses Excel's regression functions to calculate alphas and betas for stocks relative to a market index, then uses these to find an efficient portfolio.Stock Portfolio Management: Uses a VBA macro to optimize several scenarios for minimum risk at different target rates of return, then draws a graph of the efficient frontier.Portfolio Optimization - Markowitz Model: Allocate funds to stocks to minimize risk for a target rate of return - with known or computed variances and covariances.Capacity Planning: Determine which plants should be opened or closed.Cash Management: Determine where to locate lockboxes to minimize the "float" or interest lost to due mailing delays.Inventory Management: Compare inventory stocking and reordering policies with the EOQ (Economic Order Quantity) model.Capital Budgeting: Choose a combination of capital projects to maximize overall NPV (Net Present Value).Working Capital Management: Invest in 1-month, 3-month, and 6-month CDs to maximize interest while meeting cash requirements.Examples by Functional Area Corporate Finance You can do this any time after signing up. When you download and install a free trial of our enhanced Solvers for desktop Microsoft Excel, you'll find that more than ninety (90) small, but fully functional, example models are available for your use - covering conventional optimization, simulation and risk analysis, decision analysis (using decision trees), simulation optimization, stochastic optimization, and robust optimization. You can run all of these models with the basic Excel Solver. Here is a comprehensive list of example models that you will have access to once you login. To learn more, sign up to view selected examples online by functional area or industry. ![]() We anticipate that this database will not only help benchmarking novel numerical methods for solving SNEs and function optimization problems but also will help advancing the corresponding research areas.Optimization is a tool with applications across many industries and functional areas. After providing a short review of the most commonly used mathematical and computational approaches to find solutions of such systems, we provide a preliminary list of challenging problems by writing the Mathematical formulation down, briefly explaning the origin and importance of the problem and giving a short account on the currently known results, for each of the problems. In this article, we initiate building such a database of important SNE (which also includes related function optimization problems), arising from Science, Engineering and Economics. However, unlike in the case of function optimization in which one is required to find the global minimum and sometimes local minima, a database of challenging SNEs where one is required to find stationary points (extrama and saddle points) is not readily available. Download a PDF of the paper titled A Collection of Challenging Optimization Problems in Science, Engineering and Economics, by Dhagash Mehta and 1 other authors Download PDF Abstract:Function optimization and finding simultaneous solutions of a system of nonlinear equations (SNE) are two closely related and important optimization problems. ![]()
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