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IJPP
2010
137views more  IJPP 2010»
15 years 5 months ago
Parallel Option Price Valuations with the Explicit Finite Difference Method
Abstract. We show how computations such as those involved in American or European-style option price valuations with the explicit finite difference method can be performed in par...
Alexandros V. Gerbessiotis
INFORMS
2010
145views more  INFORMS 2010»
15 years 5 months ago
An Automated Intensity-Modulated Radiation Therapy Planning System
We design and implement an intensity-modulated radiation therapy (IMRT) plan generation technology that effectively and efficiently optimizes beam geometry as well as beam intens...
Shabbir Ahmed, Ozan Gozbasi, Martin W. P. Savelsbe...
MP
2010
135views more  MP 2010»
15 years 5 months ago
An inexact Newton method for nonconvex equality constrained optimization
Abstract We present a matrix-free line search algorithm for large-scale equality constrained optimization that allows for inexact step computations. For sufficiently convex problem...
Richard H. Byrd, Frank E. Curtis, Jorge Nocedal
SCP
2010
96views more  SCP 2010»
15 years 5 months ago
Enforcing structural regularities in software using IntensiVE
The design and implementation of a software system is often governed by a variety of coding conventions, design patterns, architectural guidelines, design rules, and other so-call...
Johan Brichau, Andy Kellens, Sergio Castro, Theo D...
TOMS
2010
106views more  TOMS 2010»
15 years 5 months ago
Computing Tutte Polynomials
The Tutte polynomial of a graph, also known as the partition function of the q-state Potts model, is a 2-variable polynomial graph invariant of considerable importance in both comb...
Gary Haggard, David J. Pearce, Gordon Royle
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