Parallel software for solving the quadratic program arising in training support vector machines for classification problems is introduced. The software implements an iterative dec...
Abstract. We develop a partial equilibrium model to investigate the problem of optimal liquidation over a finite or infinite time horizon for an investor with large holdings in a r...
We present an algorithm for large-scale equality constrained optimization. The method is based on a characterization of inexact sequential quadratic programming (SQP) steps that ca...
In this paper we consider a finite element discretization of the Oldroyd-B model of viscoelastic flows. The method uses standard continuous polynomial finite element spaces for vel...
Most of the liberalized electricity systems use the auction as a market model. The complexity of the underlying optimization formulation depends on the technical and regulatory con...