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SC
1995
ACM
15 years 10 months ago
Parallel Matrix-Vector Product Using Approximate Hierarchical Methods
Matrix-vector products (mat-vecs) form the core of iterative methods used for solving dense linear systems. Often, these systems arise in the solution of integral equations used i...
Ananth Grama, Vipin Kumar, Ahmed H. Sameh
WSC
2004
15 years 7 months ago
Monte Carlo Methods for American Options
We review the basic properties of American options and the difficulties of applying Monte Carlo valuation to American options. Recent progress on the Least Squares Monte Carlo (LS...
Russel E. Caflisch, Suneal Chaudhary
EOR
2007
93views more  EOR 2007»
15 years 6 months ago
Location-routing: Issues, models and methods
This paper is a survey of location-routing: a relatively new branch of locational analysis that takes into account vehicle routing aspects. We propose a classification scheme and...
Gábor Nagy, Saïd Salhi
MOR
2002
72views more  MOR 2002»
15 years 6 months ago
An Analytic Center Cutting Plane Method for Semidefinite Feasibility Problems
Semidefinite feasibility problems arise in many areas of operations research. The abstract form of these problems can be described as finding a point in a nonempty bounded convex b...
Jie Sun, Kim-Chuan Toh, Gongyun Zhao
AC
2001
Springer
15 years 11 months ago
Machine Learning in Medical Applications
Research in Machine Learning methods to-date remains centered on technological issues and is mostly application driven. This letter summarizes successful applications of machine l...
George D. Magoulas, Andriana Prentza