We present a multistage model for allocation of financial resources to bond indices in different currencies. The model was tested on historical data of interest and exchange rates...
We propose a modified alternate direction method for solving convex quadratically constrained quadratic semidefinite optimization problems. The method is a first-order method, the...
In this paper we address a general Goal Programming problem with linear objectives, convex constraints, and an arbitrary componentwise nondecreasing norm to aggregate deviations w...
The deregulated electricity market calls for robust OPF tools that can provide (a) deterministic convergence, (b) accurate computation of a variety of nodal prices, (c) support of...
This paper presents an efficient implementation of a robust adaptive beamforming algorithm based on convex optimization for applications in the processing-constrained environment...
Eric A. Durant, Ivo Merks, Bill Woods, Jinjun Xiao...