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» Optimal Liquidation by a Large Investor
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CCE
2004
13 years 5 months ago
An MPEC formulation for dynamic optimization of distillation operations
We consider the dynamic optimization of chemical processes with changes in the number of equilibrium phases. Recent work has shown that transitions in the number of phases can be ...
Arvind U. Raghunathan, M. Soledad Diaz, Lorenz T. ...
BMCBI
2007
174views more  BMCBI 2007»
13 years 5 months ago
Normalization method for metabolomics data using optimal selection of multiple internal standards
Background: Success of metabolomics as the phenotyping platform largely depends on its ability to detect various sources of biological variability. Removal of platform-specific so...
Marko Sysi-Aho, Mikko Katajamaa, Laxman Yetukuri, ...
CCE
2004
13 years 5 months ago
Optimal scheduling of multiproduct pipeline systems using a non-discrete MILP formulation
Multiproduct pipelines permit to transport large volumes of a wide range of refined petroleum products from major supply sources to distribution centers near market areas. Batches...
Diego C. Cafaro, Jaime Cerdá
CONSTRAINTS
2007
100views more  CONSTRAINTS 2007»
13 years 5 months ago
Design of Financial CDO Squared Transactions Using Constraint Programming
We give an approximate and often extremely fast method of building a particular kind of portfolio in finance, here called a portfolio design (PD), with applications in the credit ...
Pierre Flener, Justin Pearson, Luis G. Reyna, Olof...