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DISOPT
2008
138views more  DISOPT 2008»
15 years 6 months ago
An algorithmic framework for convex mixed integer nonlinear programs
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, ...
ESWA
2008
204views more  ESWA 2008»
15 years 6 months ago
A comparison of neural network and multiple regression analysis in modeling capital structure
Empirical studies of the variation in debt ratios across firms have used statistical models singularly to analyze the important determinants of capital structure. Researchers, how...
Hsiao-Tien Pao
JCO
2006
64views more  JCO 2006»
15 years 6 months ago
Traffic engineering of tunnel-based networks with class specific diversity requirements
Tunnel-based networks such as Multi-protocol Label switching (MPLS) are suitable for providing diversity guarantees to different service classes or customers. Based on the number ...
Shekhar Srivastava, Deep Medhi
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SIAMJO
2008
92views more  SIAMJO 2008»
15 years 6 months ago
An Active-Set Newton Method for Mathematical Programs with Complementarity Constraints
For a mathematical program with complementarity constraints (MPCC), we propose an active-set Newton method, which has the property of local quadratic convergence under the MPCC lin...
Alexey F. Izmailov, Mikhail V. Solodov
SIAMSC
2008
143views more  SIAMSC 2008»
15 years 6 months ago
Numerical Valuation of European and American Options under Kou's Jump-Diffusion Model
Numerical methods are developed for pricing European and American options under Kou's jump-diffusion model which assumes the price of the underlying asset to behave like a ge...
Jari Toivanen