This paper develops rare event simulation methods for the estimation of portfolio credit risk -- the risk of losses to a portfolio resulting from defaults of assets in the portfol...
Submodular function maximization is a central problem in combinatorial optimization, generalizing many important problems including Max Cut in directed/undirected graphs and in hy...
Jon Lee, Vahab S. Mirrokni, Viswanath Nagarajan, M...
Contraflow, or lane reversal, is a way of increasing outbound capacity of a real network by reversing the direction of inbound roads during evacuations. The contraflow is consider...
Edge Assembly Crossover (EAX) is by far the most successful crossover operator in solving the traveling salesman problem (TSP) with Genetic Algorithms (GAs). Various improvements ...
We significantly improve known time bounds for solving the minimum cut problem on undirected graphs. We use a "semiduality" between minimum cuts and maximum spanning tree...