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In my work, I use Gurobi and other proprietary/free solvers to optimize some objectives big banks care about. It's not uncommon to use solvers in finance to optimize some metrics of a portfolio. A lot of people I have met in conferences optimize their supply chains (think things like: find the best pattern to draw the various pieces of my table in these planks of wood such that it minimizes wastes, find the best route to deliver my 100 packages...)


Right, the LEAN/TPS application is readily apparent for assembling physical goods.

But do people use it say for large scale software which needs to be tested, certified, translated, deployed, etc? I can imagine such orchestration but I've never seen it professionally. Maybe I just haven't worked at the proper companies


initial margin?


SIMM but also SA-CCR, VaR etc




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