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148
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SIAMSC
2008
147views more  SIAMSC 2008»
15 years 3 months ago
Global and Finite Termination of a Two-Phase Augmented Lagrangian Filter Method for General Quadratic Programs
We present a two-phase algorithm for solving large-scale quadratic programs (QPs). In the first phase, gradient-projection iterations approximately minimize an augmented Lagrangian...
Michael P. Friedlander, Sven Leyffer
139
Voted
CCE
2004
15 years 3 months ago
Dynamic programming in a heuristically confined state space: a stochastic resource-constrained project scheduling application
The Resource-Constrained Project Scheduling Problem(RCPSP) is a significant challenge in highly regulated industries, such as pharmaceuticals and agrochemicals, where a large numb...
Jaein Choi, Matthew J. Realff, Jay H. Lee
155
Voted
ENTCS
2007
190views more  ENTCS 2007»
15 years 3 months ago
Modelling Multicast QoS Routing by using Best-Tree Search in And-or Graphs and Soft Constraint Logic Programming
We suggest a formal model to represent and solve the multicast routing problem in multicast networks. To attain this, we model the network adapting it to a weighted and-or graph, ...
Stefano Bistarelli, Ugo Montanari, Francesca Rossi...
116
Voted
ICIP
2010
IEEE
15 years 1 months ago
An integer programming approach to visual compliance
Visual compliance has emerged as a new paradigm to ensure that employees comply with processes and policies in a business context [1]. In this paper, we focus on videos from retai...
Lei Ding, Quanfu Fan, Sharath Pankanti
126
Voted
EOR
2010
99views more  EOR 2010»
14 years 10 months ago
Expected gain-loss pricing and hedging of contingent claims in incomplete markets by linear programming
We analyze the problem of pricing and hedging contingent claims in the multi-period, discrete time, discrete state case using the concept of a sufficiently attractive expected gai...
Mustafa Ç. Pinar, Aslihan Salih, Ahmet Camc...