We study the problem of asset and liability management of participating insurance policies with guarantees. We develop a scenario optimization model for integrative asset and liab...
We propose a clustering algorithm that effectively utilizes feature order preferences, which have the form that feature s is more important than feature t. Our clustering formulati...
Jun Sun, Wenbo Zhao, Jiangwei Xue, Zhiyong Shen, Y...
We study the extremal parameter N(n, m, H) which is the largest number of copies of a hypergraph H that can be formed of at most n vertices and m edges. Generalizing previous work...
Quasi-Newton methods for solving singular systems of nonlinear equations are considered in this paper. Singular roots cause a number of problems in implementation of iterative met...
In an important paper, Burer [2] recently showed how to reformulate general mixed-binary quadratic optimization problems (QPs) into copositive programs where a linear functional i...