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IMCSIT
2010
13 years 5 months ago
Efficient Portfolio Optimization with Conditional Value at Risk
The portfolio optimization problem is modeled as a mean-risk bicriteria optimization problem where the expected return is maximized and some (scalar) risk measure is minimized. In ...
Wlodzimierz Ogryczak, Tomasz Sliwinski
CP
2008
Springer
13 years 9 months ago
Connecting ABT with Arc Consistency
ABT is the reference algorithm for asynchronous distributed constraint satisfaction. When searching, ABT produces nogoods as justifications of deleted values. When one of such nogo...
Ismel Brito, Pedro Meseguer
SAC
1994
ACM
13 years 11 months ago
Extending a parallel CLP language to support the development of multi-agent systems
An extension of Me parallel constraint logic programming language ElipSys is presented. This extension is directed towards the development of multi-agent systems which have to dea...
Panagiotis Stamatopoulos, Dimitris Margaritis, Con...
APPROX
2009
Springer
142views Algorithms» more  APPROX 2009»
14 years 2 months ago
Optimal Sherali-Adams Gaps from Pairwise Independence
Abstract. This work considers the problem of approximating fixed predicate constraint satisfaction problems (MAX k-CSP(P)). We show that if the set of assignments accepted by P co...
Konstantinos Georgiou, Avner Magen, Madhur Tulsian...
CONSTRAINTS
2007
46views more  CONSTRAINTS 2007»
13 years 7 months ago
Local-search Extraction of MUSes
SAT is probably one of the most-studied constraint satisfaction problems. In this paper, a new hybrid technique based on local search is introduced in order to approximate and ext...
Éric Grégoire, Bertrand Mazure, C&ea...