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EOR
2008
70views more  EOR 2008»
15 years 6 months ago
Robust portfolio selection based on a multi-stage scenario tree
The aim of this paper is to apply the concept of robust optimization introduced by Bel-Tal and Nemirovski to the portfolio selection problems based on multi-stage scenario trees. ...
Ruijun Shen, Shuzhong Zhang
IJHPCA
2006
109views more  IJHPCA 2006»
15 years 6 months ago
A Resource Leasing Policy for on-Demand Computing
Leasing computational resources for on-demand computing is now a viable option for providers of network services. Temporary spikes or lulls in demand for a service can be accommod...
Darin England, Jon B. Weissman
CORR
2007
Springer
83views Education» more  CORR 2007»
15 years 6 months ago
Simulation of Phase Combinations in Shape Memory Alloys Patches by Hybrid Optimization Methods
In this paper, phase combinations among martensitic variants in shape memory alloys patches and bars are simulated by a hybrid optimization methodology. The mathematical model is ...
Linxiang X. Wang, Roderick V. N. Melnik
CORR
2007
Springer
128views Education» more  CORR 2007»
15 years 6 months ago
Verified Real Number Calculations: A Library for Interval Arithmetic
—Real number calculations on elementary functions are remarkably difficult to handle in mechanical proofs. In this paper, we show how these calculations can be performed within a...
Marc Daumas, David Lester, César Muñ...
AMC
2005
138views more  AMC 2005»
15 years 6 months ago
Optimal centers in branch-and-prune algorithms for univariate global optimization
We present an interval branch-and-prune algorithm for computing verified enclosures for the global minimum and all global minimizers of univariate functions subject to bound const...
D. G. Sotiropoulos, T. N. Grapsa