name: advanced-math-trading/optimization-advanced description: Advanced optimization for trading: OCO, multi-objective, DRO, MIP, Bayesian opt, plus convex/Markowitz/BL references.

What this covers

• Online convex optimization, multi-objective (NSGA-II), DRO (CVaR/moment), mixed-integer constraints, Bayesian optimization.
• Links to convex/Markowitz/Black-Litterman background.

Navigation (load on demand)

• docs/knowledge-base/domains/foundations/advanced-mathematics/advanced-optimization.md — main code (OGD/FTRL, NSGA-II, DRO cvxpy, MIP gurobi, Bayesian opt).
• docs/knowledge-base/domains/foundations/advanced-mathematics/convex-optimization.md
• docs/knowledge-base/domains/foundations/advanced-mathematics/optimization.md
• docs/knowledge-base/domains/foundations/advanced-mathematics/mean-variance-optimization-markowitz.md
• docs/knowledge-base/domains/foundations/advanced-mathematics/black-litterman-model.md

Quick workflows

• Adaptive strategy/portfolio → use OGD/FTRL snippets.
• Return/risk/turnover trade-offs → NSGA-II block in advanced-optimization.
• Tail/robustness → DRO CVaR or moment-based cvxpy blocks.
• Cardinality/round lots → MIP section (gurobi).
• Hyperparameter tuning → Bayesian opt section.

Notes

• Choose the minimal subset of files; avoid loading everything.