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GECCO
2004
Springer
131views Optimization» more  GECCO 2004»
14 years 2 months ago
Comparing Discrete and Continuous Genotypes on the Constrained Portfolio Selection Problem
In financial engineering the problem of portfolio selection has drawn much attention in the last decades. But still unsolved problems remain, while on the one hand the type of mod...
Felix Streichert, Holger Ulmer, Andreas Zell
WEA
2007
Springer
158views Algorithms» more  WEA 2007»
14 years 2 months ago
A Primal Branch-and-Cut Algorithm for the Degree-Constrained Minimum Spanning Tree Problem
The degree-constrained minimum spanning tree (DCMST) is relevant in the design of networks. It consists of finding a spanning tree whose nodes do not exceed a given maximum degree...
Markus Behle, Michael Jünger, Frauke Liers
CDC
2009
IEEE
126views Control Systems» more  CDC 2009»
13 years 6 months ago
Stochastic optimization for Markov modulated networks with application to delay constrained wireless scheduling
Abstract-- We consider a wireless system with a small number of delay constrained users and a larger number of users without delay constraints. We develop a scheduling algorithm th...
Michael J. Neely
SIROCCO
2004
13 years 10 months ago
Existence of Nash Equilibria in Selfish Routing Problems
The problem of routing traffic through a congested network is studied. The framework is that introduced by Koutsoupias and Papadimitriou where the network is constituted by m paral...
Alessandro Ferrante, Mimmo Parente
CDC
2010
IEEE
226views Control Systems» more  CDC 2010»
13 years 3 months ago
Fast primal-dual projected linear iterations for distributed consensus in constrained convex optimization
In this paper we study the constrained consensus problem, i.e. the problem of reaching a common point from the estimates generated by multiple agents that are constrained to lie in...
Ion Necoara, Ioan Dumitrache, Johan A. K. Suykens