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» Constraint relaxation in approximate linear programs
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CPAIOR
2007
Springer
14 years 1 months ago
Hybrid Local Search for Constrained Financial Portfolio Selection Problems
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...
INFOCOM
2009
IEEE
14 years 2 months ago
Diverse Routing in Networks with Probabilistic Failures
—We develop diverse routing schemes for dealing with multiple, possibly correlated, failures. While disjoint path protection can effectively deal with isolated single link failur...
Hyang-Won Lee, Eytan Modiano
INFORMS
1998
100views more  INFORMS 1998»
13 years 7 months ago
Feature Selection via Mathematical Programming
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...
ML
2008
ACM
162views Machine Learning» more  ML 2008»
13 years 7 months ago
Incorporating prior knowledge in support vector regression
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...
Fabien Lauer, Gérard Bloch
ISQED
2002
IEEE
111views Hardware» more  ISQED 2002»
14 years 9 days ago
Optimization of the Power/Ground Network Wire-Sizing and Spacing Based on Sequential Network Simplex Algorithm
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...
Ting-Yuan Wang, Charlie Chung-Ping Chen