# Optimization

- [MVO](/functions/optimization/mvo.md): Mean-variance optimization, a quadratic programming optimizer.
- [MTO](/functions/optimization/mto.md): Mean-tracking-error optimization, maximize your return in excess of a benchmark while minimizing tracking-error.
- [MVT](/functions/optimization/mvt.md): Optimize portfolio allocations for absolute and relative performance with this multi-goal optimization function. Maximize return while minimizing risk and tracking-error (Mean-variance-tracking-error)
- [MVFRONTIER](/functions/optimization/mvfrontier.md): Solve for the Mean-Variance efficient frontier. Optimize for multiple portfolios to evaluate trade-offs.
- [MTFRONTIER](/functions/optimization/mtfrontier.md): Solve for the Mean-Tracking-Error efficient frontier. Optimize for multiple portfolios to evaluate return and risk trade-offs in relative return space (active management).
- [ISORETURN](/functions/optimization/isoreturn.md): Solve for an iso-return efficient frontier. Construct an efficient frontier to evaluate the risk and tracking-error tradeoffs.