Portfolio selection is a relevant problem arising in finance and economics. While its basic formulations can be efficiently solved through linear or quadratic programming, its mor...
Luca Di Gaspero, Giacomo di Tollo, Andrea Roli, An...
In this paper, we address the pre-image problem in kernel principal component analysis (KPCA). The preimage problem finds a pattern as the pre-image of a feature vector defined in...
This article proposes the Two-Phase Local Search for finding a good approximate set of non-dominated solutions. The two phases of this procedure are to (i) generate an initial sol...
In this work we deal with sandwich graphs G = (V, E) and present the notion of vertices f-controlled by a subset M V . We introduce the generalized maxcontrolled set problem (gmc...
Ivairton M. Santos, Carlos A. J. Martinhon, Luiz S...
This paper studies the infinite-horizon sensor scheduling problem for linear Gaussian processes with linear measurement functions. Several important properties of the optimal infin...
Wei Zhang, Michael P. Vitus, Jianghai Hu, Alessand...