The recent deregulation occurred in the public railway sector in many parts of the world has increased the awareness of this sector of the need for quality service that must be oer...
Abstract. We consider a Newton-CG augmented Lagrangian method for solving semidefinite programming (SDP) problems from the perspective of approximate semismooth Newton methods. In ...
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...
We give an approximate and often extremely fast method of building a particular kind of portfolio in finance, here called a portfolio design (PD), with applications in the credit ...
Pierre Flener, Justin Pearson, Luis G. Reyna, Olof...
Programs to solve so-called constraint problems are complex pieces of software which require many design decisions to be made more or less arbitrarily by the implementer. These dec...