We consider a portfolio allocation problem where the objective function is a tail event such as probability of large portfolio losses. The dependence between assets is captured th...
Abstract. A well established heuristic approach for solving various bicriteria optimization problems is to enumerate the set of Pareto optimal solutions, typically using some kind ...
The problem addressed in this work is to develop a comprehensive mathematical programming model for the efficient scheduling of oil-refinery operations. Our approach is first to d...
– Many embedded system designs usually impose (hard) read-time constraints on tasks. Thus, computing a tight upper bound of the worst case execution time (WCET) of a software is ...
We consider support vector machines for binary classification. As opposed to most approaches we use the number of support vectors (the "L0 norm") as a regularizing term ...