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...
— In this paper, we show that one-class SVMs can also utilize data covariance in a robust manner to improve performance. Furthermore, by constraining the desired kernel function ...
Given an undirected graph with positive weights on the vertices, the maximum weight clique problem (MWCP) is to find a subset of mutually adjacent vertices (i.e., a clique) having ...
Alessio Massaro, Marcello Pelillo, Immanuel M. Bom...
In this paper, we present an algorithm for delay minimization of interconnect trees by simultaneous buffer insertion/sizing and wire sizing. The algorithm integrates the quadratic...
The optimal motion generation problem is solved subject to various actuator constraints while the motion is constrained to an arbitrary path. The considered objective function is ...