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...
This paper is motivated by the fact that mixed integer nonlinear programming is an important and difficult area for which there is a need for developing new methods and software f...
Pierre Bonami, Lorenz T. Biegler, Andrew R. Conn, ...
In this paper we suggest evaluating the importance of a website with the mean frequency of visiting the website for the Markov chain on the Internet Graph describing random surfi...
We introduce a new problem that was motivated by a (more complicated) problem arising in a robotized assembly environment. The bin coloring problem is to pack unit size colored it...
This paper considers the problem of low complexity implementation of high-performance semidefinite relaxation (SDR) MIMO detection methods. Currently, most SDR MIMO detectors are...