Selecting conveniently the proposal kernel and the adjustment multiplier weights of the auxiliary particle filter may increase significantly the accuracy and computational efficie...
Determining if a solution is optimal or near optimal is fundamental in optimization theory, algorithms, and computation. For instance, Karush-Kuhn-Tucker conditions provide necessa...
Testingthe performance scalabilityof parallelprograms can be a time consuming task, involving many performance runs for different computer configurations, processor numbers, and p...
Allen D. Malony, Vassilis Mertsiotakis, Andreas Qu...
Monte Carlo methods have been used extensively in the area of stochastic programming. As with other methods that involve a level of uncertainty, theoretical properties are required...
The Resource-Constrained Project Scheduling Problem(RCPSP) is a significant challenge in highly regulated industries, such as pharmaceuticals and agrochemicals, where a large numb...