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CORR
2008
Springer
129views Education» more  CORR 2008»
15 years 3 months ago
Polynomial Linear Programming with Gaussian Belief Propagation
Abstract--Interior-point methods are state-of-the-art algorithms for solving linear programming (LP) problems with polynomial complexity. Specifically, the Karmarkar algorithm typi...
Danny Bickson, Yoav Tock, Ori Shental, Danny Dolev
EOR
2008
200views more  EOR 2008»
15 years 3 months ago
A dynamic stochastic programming model for international portfolio management
We develop a multi-stage stochastic programming model for international portfolio management in a dynamic setting. We model uncertainty in asset prices and exchange rates in terms...
Nikolas Topaloglou, Hercules Vladimirou, Stavros A...
JSAC
2006
104views more  JSAC 2006»
15 years 3 months ago
Queue Proportional Scheduling via Geometric Programming in Fading Broadcast Channels
For fading broadcast channels (BC), a throughput optimal scheduling policy called queue proportional scheduling (QPS) is presented via geometric programming (GP). QPS finds a data ...
Kibeom Seong, Ravi Narasimhan, John M. Cioffi
CSUR
1999
137views more  CSUR 1999»
15 years 2 months ago
Algebraic Methods for Specification and Formal Development of Programs
with functions over those sets. This level of abstraction is commensurate with the view that the correctness of the input/output behaviour of a program takes precedence over all it...
Donald Sannella, Andrzej Tarlecki
PC
1998
202views Management» more  PC 1998»
15 years 2 months ago
BSPlib: The BSP programming library
BSPlib is a small communications library for bulk synchronous parallel (BSP) programming which consists of only 20 basic operations. This paper presents the full de nition of BSPl...
Jonathan M. D. Hill, Bill McColl, Dan C. Stefanesc...