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SIAMJO
2010
100views more  SIAMJO 2010»
12 years 11 months ago
Explicit Sensor Network Localization using Semidefinite Representations and Facial Reductions
The sensor network localization, SNL , problem in embedding dimension r, consists of locating the positions of wireless sensors, given only the distances between sensors that are ...
Nathan Krislock, Henry Wolkowicz
SIAMJO
2010
155views more  SIAMJO 2010»
12 years 11 months ago
Optimal Portfolio Execution Strategies and Sensitivity to Price Impact Parameters
When liquidating a portfolio of large blocks of risky assets, an institutional investor wants to minimize the cost as well as the risk of execution. An optimal execution strategy ...
Somayeh Moazeni, Thomas F. Coleman, Yuying Li
SIAMJO
2010
136views more  SIAMJO 2010»
12 years 11 months ago
A New Exchange Method for Convex Semi-Infinite Programming
In this paper we propose a new exchange method for solving convex semi-infinite programming (CSIP) problems. We introduce a new dropping-rule in the proposed exchange algorithm, wh...
Liping Zhang, Soon-Yi Wu, Marco A. López