This chapter presents the survey of selected linear and mixed integer programming multi-objective portfolio optimization. The definitions of selected percentile risk measures are presented. Some contrasts and similarities of the different types of portfolio formulations are drawn out. The survey...

Introduction to Semidefinite, Conic and Polynomial Optimization -- The Approach of Moments for Polynomial Equations -- Algebraic Degree in Semidefinite and Polynomial Optimization -- Semidefinite Representation of Convex Sets and Convex Hulls -- Convex Hulls of Algebraic Sets -- Convex Relations...

Annotation, This book offers the reader a snapshot of the state-of-the-art in the growing and mutually enriching areas of semidefinite optimization, conic optimization and polynomial optimization. It covers theory, algorithms, software and applications

"Mechanism design is an analytical framework for thinking clearly and carefully about what exactly a given institution can achieve when the information necessary to make decisions is dispersed and privately held. This analysis provides an account of the underlying mathematics of mechanism design...