Interior point methods for optimization have been around for more than 25 years now. Their presence has shaken up the field of optimization. Interior point methods for linear and (convex) quadratic programming display several features which make them particularly attractive for very large scale...

Collateral management involves the efficient monitoring and allocation of assets to mitigate credit risk in financial transactions and is crucial for institutions such as commercial banks, investments banks, and central counterparties. It helps to ensure financial stability and compliance with...