Portfolio selection is a relevant problem arising in finance and economics. While its basic formulations can be efficiently solved through linear or quadratic programming, its mor...
Luca Di Gaspero, Giacomo di Tollo, Andrea Roli, An...
—We develop diverse routing schemes for dealing with multiple, possibly correlated, failures. While disjoint path protection can effectively deal with isolated single link failur...
The problem of discriminating between two nite point sets in n-dimensional feature space by a separating plane that utilizes as few of the features as possible, is formulated as a...
Paul S. Bradley, Olvi L. Mangasarian, W. Nick Stre...
This paper explores the addition of constraints to the linear programming formulation of the support vector regression problem for the incorporation of prior knowledge. Equality an...
This paper presents a fast algorithm to optimize both the widths and lengths of power/ground networks under reliability and power dip/ground bounce constraints. The spacesizing wh...