We present an algorithm to estimate the parameters of a linear model in the presence of heteroscedastic noise, i.e., each data point having a different covariance matrix. The algor...
Multiobjective methods are ideal for evolving a set of portfolio optimisation solutions that span a range from highreturn/high-risk to low-return/low-risk, and an investor can cho...
- In this paper, we investigate a new approach for the spectrum allocation in UWB systems. This approach consists in a cross-layer scheme that takes into consideration the differen...
In many design tasks it is difficult to explicitly define an objective function. This paper uses machine learning to derive an objective in a feature space based on selected examp...
Most local convergence analyses of the sequential quadratic programming (SQP) algorithm for nonlinear programming make strong assumptions about the solution, namely, that the activ...