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» On Non-Approximability for Quadratic Programs
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CPAIOR
2007
Springer
14 years 2 months ago
Hybrid Local Search for Constrained Financial Portfolio Selection Problems
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...
IJCNN
2006
IEEE
14 years 2 months ago
Learning the Kernel in Mahalanobis One-Class Support Vector Machines
— 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 ...
Ivor W. Tsang, James T. Kwok, Shutao Li
SIAMJO
2002
142views more  SIAMJO 2002»
13 years 7 months ago
A Complementary Pivoting Approach to the Maximum Weight Clique Problem
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...
ISPD
2000
ACM
108views Hardware» more  ISPD 2000»
14 years 10 days ago
A hybrid dynamic/quadratic programming algorithm for interconnect tree optimization
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...
Yu-Yen Mo, Chris C. N. Chu
ICRA
1995
IEEE
122views Robotics» more  ICRA 1995»
13 years 11 months ago
Actuator Constraints in Optimal Motion Planning of Manipulators
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 ...
Patrick Plédel, Yasmina Bestaoui