{"id":"W4244871536","doi":"10.1002/9780470061602.eqf12012","title":"Optimization Methods","year":2010,"lang":"en","type":"other","venue":"Encyclopedia of Quantitative Finance","topic":"Risk and Portfolio Optimization","field":"Decision Sciences","cited_by":0,"is_retracted":false,"has_abstract":true,"ca_institutions":"University of Waterloo","funders":"","keywords":"Portfolio optimization; Project portfolio management; Quadratic programming; Stochastic programming; Portfolio; Computer science; Mathematical optimization; Calibration; Stochastic optimization; Sequential quadratic programming; Optimization problem; Finance; Mathematics; Economics; Project management; Management","routes":{"ca_aff":true,"ca_fund":false,"ca_venue":false,"about_ca":false,"invisible_to_affiliation_only":false},"retraction":null,"screen":null,"direct_labels":[],"prediction":{"model_version":"metacan-v3-hybrid-931329e0061c","candidate_categories":[],"consensus_categories":[],"category_scores_codex":[0.002199027,0.001787071,0.001602384,0.001473161,0.0006905724,0.002991576,0.001845081,0.001783109,0.03593713],"category_scores_gemma":[0.00631187,0.0005670427,0.001745201,0.001582736,0.001139081,0.001230817,0.002950613,0.002256839,0.0147671],"about_ca_system_candidate":false,"about_ca_system_consensus":false,"about_ca_system_score_codex":0.001232396,"about_ca_system_score_gemma":0.002205286,"about_ca_topic_candidate":false,"about_ca_topic_consensus":false,"about_ca_topic_score_codex":0.00332517,"about_ca_topic_score_gemma":0.001818286,"domain_scores_codex":[0.9978361,0.0007689364,0.0001589536,0.0004275836,0.0006818863,0.0001267024],"domain_scores_gemma":[0.9977896,0.0008472031,0.0001582012,0.0003934883,0.0007373053,0.00007410883],"domain_codex":null,"domain_gemma":null,"domain_candidate":null,"domain_consensus":null,"study_design_codex":"theoretical_or_conceptual","study_design_gemma":"theoretical_or_conceptual","study_design_scores_codex":[0.00009514659,0.00009668494,0.0008266413,0.0009360437,0.0002337739,0.000168232,0.00009547199,0.225567,0.001704627,0.5090423,0.05704646,0.2041877],"study_design_scores_gemma":[0.00006735607,0.00005220603,0.0004598793,0.0003141188,0.000055372,0.000135008,0.00005311228,0.5866213,0.00120083,0.2560553,0.1549436,0.00004172959],"study_design_candidate":"theoretical_or_conceptual","study_design_consensus":"theoretical_or_conceptual","genre_codex":"methods","genre_gemma":"methods","genre_scores_codex":[0.001482234,0.004059874,0.9191651,0.00176867,0.001082698,0.0001982125,0.001154619,0.0006655247,0.07042303],"genre_scores_gemma":[0.1631064,0.009456065,0.6646065,0.001882967,0.002177917,0.001874953,0.004757407,0.001954658,0.1501831],"genre_candidate":"methods","genre_consensus":"methods","teacher_disagreement_score":0.03593713,"threshold_uncertainty_score":0.1202217,"prediction_status":"machine_predicted_unvalidated"},"machine_scores":{"provisional":true,"baseline":true,"maturity_gate_passed":false,"score_opus":0.07064467658237668,"score_gpt":0.4422751385321895,"score_spread":0.3716304619498128,"validation_status":"score_only:v0-immature-baseline","note":"Baseline scores from an immature model (maturity gate not passed). Scores rank; they never assert a category."}}