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114
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ICASSP
2009
IEEE
15 years 7 months ago
Detection of sparse signals under finite-alphabet constraints
In this paper, we solve the problem of detecting the entries of a sparse finite-alphabet signal from a limited amount of data, for instance obtained by compressive sampling. While...
Zhi Tian, Geert Leus, Vincenzo Lottici
131
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IFIP12
2004
15 years 5 months ago
A Decision Support System (DSS) for the Railway Scheduling Problem
The recent deregulation occurred in the public railway sector in many parts of the world has increased the awareness of this sector of the need for quality service that must be oer...
Laura Paola Ingolotti, María Pilar Tormos, ...
117
Voted
SIAMJO
2010
97views more  SIAMJO 2010»
14 years 10 months ago
A Newton-CG Augmented Lagrangian Method for Semidefinite Programming
Abstract. We consider a Newton-CG augmented Lagrangian method for solving semidefinite programming (SDP) problems from the perspective of approximate semismooth Newton methods. In ...
Xin-Yuan Zhao, Defeng Sun, Kim-Chuan Toh
123
Voted
CPAIOR
2007
Springer
15 years 9 months ago
Hybrid Local Search for Constrained Financial Portfolio Selection Problems
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...
146
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CONSTRAINTS
2007
100views more  CONSTRAINTS 2007»
15 years 3 months ago
Design of Financial CDO Squared Transactions Using Constraint Programming
We give an approximate and often extremely fast method of building a particular kind of portfolio in finance, here called a portfolio design (PD), with applications in the credit ...
Pierre Flener, Justin Pearson, Luis G. Reyna, Olof...