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COMPUTING
2006
102views more  COMPUTING 2006»
13 years 8 months ago
A Reliable Area Reduction Technique for Solving Circle Packing Problems
Abstract We are dealing with the optimal, i.e. densest packings of congruent circles into the unit square. In the recent years we have built a numerically reliable, verified method...
Mihály Csaba Markót, Tibor Csendes
COR
2008
128views more  COR 2008»
13 years 8 months ago
Solving dynamic stochastic economic models by mathematical programming decomposition methods
Discrete-time optimal control problems arise naturally in many economic problems. Despite the rapid growth in computing power and new developments in the literature, many economic...
Mercedes Esteban-Bravo, Francisco J. Nogales
NETWORKS
2010
13 years 7 months ago
A mean-variance model for the minimum cost flow problem with stochastic arc costs
This paper considers a minimum cost flow problem where arc costs are uncertain, and the decision maker wishes to minimize both the expected flow cost and the variance of this co...
Stephen D. Boyles, S. Travis Waller
TSP
2010
13 years 3 months ago
Two-channel linear phase FIR QMF bank minimax design via global nonconvex optimization programming
In this correspondence, a two-channel linear phase finite impulse response (FIR) quadrature mirror filter (QMF) bank minimax design problem is formulated as a nonconvex optimizati...
Charlotte Yuk-Fan Ho, Bingo Wing-Kuen Ling, Lamia ...
WSC
2004
13 years 10 months ago
Approximating Free Exercise Boundaries for American-Style Options Using Simulation and Optimization
Monte Carlo simulation can be readily applied to asset pricing problems with multiple state variables and possible path dependencies because convergence of Monte Carlo methods is ...
Barry R. Cobb, John M. Charnes