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» Interior-Point Methods in Parallel Computation
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PC
2008
158views Management» more  PC 2008»
13 years 7 months ago
Application of multistage stochastic programs solved in parallel in portfolio management
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...
Mária Lucká, Igor Melichercik, Ladis...
EOR
2010
160views more  EOR 2010»
13 years 7 months ago
A modified alternating direction method for convex quadratically constrained quadratic semidefinite programs
We propose a modified alternate direction method for solving convex quadratically constrained quadratic semidefinite optimization problems. The method is a first-order method, the...
Jie Sun, Su Zhang
MP
2002
85views more  MP 2002»
13 years 7 months ago
Generalized Goal Programming: polynomial methods and applications
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...
Emilio Carrizosa, Jörg Fliege
HICSS
2007
IEEE
109views Biometrics» more  HICSS 2007»
14 years 1 months ago
Towards Reliable Computation of Large-Scale Market-Based Optimal Power Flow
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...
Hongye Wang, Robert J. Thomas
ICASSP
2011
IEEE
12 years 11 months ago
Efficient convex optimization for real-time robust beamforming with microphone arrays
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...