Mathematical Optimization Consultancy

Mathematical Optimization Consultancy

Services

Information

NAG’s optimization experts provide you with all the information needed to solve an optimization problem - guide you to use the right solver for the particular problem, assess how your current model fits the particular solver and advise on a possible reformulation or tune the solver for you. If the problem requires it, NAG’s experts can adapt an existing solver or develop an entirely new one. https://www.nag.com/content/mathematical-optimization-consultancy
Numerical Algorithms GroupThe Numerical Algorithms Group (NAG) are experts in numerical algorithms, software engineering and high-performance and cloud computing. NAG has served the finance industry over five decades with outstanding product quality and technical support. Specifically relevant to the finance industry, the NAG Library pioneers with numerical, statistical and machine learning components ideal for building Quant Libraries, Risk Applications and the like. NAG also provides best-in-class C++ operator-overloading AD tools for CPU and GPU called dco (derivative computation through overloading) and dco/map (dco meta adjoint programming). The NAG Library and AD tools are embedded in Quant Libraries and XVA applications by many of the largest investment banks. As a not-for-profit company, NAG reinvests surpluses into the research and development of its products, services, staff and collaborations.

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