We consider a portfolio allocation problem where the objective function is a tail event such as probability of large portfolio losses. The dependence between assets is captured th...
Clustering aims at extracting hidden structure in dataset. While the problem of finding compact clusters has been widely studied in the literature, extracting arbitrarily formed ...
Since their beginning in constraint programming, set solvers have been applied to a wide range of combinatorial search problems, such as bin-packing, set partitioning, circuit desi...
Abstract. We study the problem of maximizing the amount of stochastic diffusion in a network by acquiring nodes within a certain limited budget. We use a Sample Average Approximati...
Kiyan Ahmadizadeh, Bistra N. Dilkina, Carla P. Gom...
The matrix rank minimization problem has applications in many fields such as system identification, optimal control, low-dimensional embedding etc. As this problem is NP-hard in ...