The portfolio optimization problem is modeled as a mean-risk bicriteria optimization problem where the expected return is maximized and some (scalar) risk measure is minimized. In ...
Support vector machines are trained by solving constrained quadratic optimization problems. This is usually done with an iterative decomposition algorithm operating on a small wor...
We introduce a new approach, called Relative Start and Idle Time (RSIT), to solve probabilistic scheduling problems of construction repetitive projects. RSIT is a process of deter...
Chachrist Srisuwanrat, Photios G. Ioannou, Omer Ts...
We calculate median adiabatic times (in seconds) of a specific superconducting adiabatic quantum processor for an NP-hard Ising spin glass instance class with up to N = 128 binary ...
Geordie Rose, Kamran Karimi, Neil G. Dickson, Fira...
We analyze a problem, which is relevant for physiological modeling of vascular networks: the initialization and optimization of specific, individual models of a functioning vessel ...