The paper considers robust optimization to cope with uncertainty about the stock return process in one period option hedging problems. The robust approach relates portfolio choice ...
Maximum Boolean satisfiability (max-SAT) is the optimization counterpart of Boolean satisfiability (SAT), in which a variable assignment is sought to satisfy the maximum number of...
Background: High throughput microarray analyses result in many differentially expressed genes that are potentially responsible for the biological process of interest. In order to ...
Blaise T. F. Alako, Antoine Veldhoven, Sjozef van ...
This work focuses on the basic stochastic decomposition (SD) algorithm of Higle and Sen [J.L. Higle, S. Sen, Stochastic Decomposition, Kluwer Academic Publishers, 1996] for two-st...
Semantic indexing is a popular technique used to access and organize large amounts of unstructured text data. We describe an optimized implementation of semantic indexing and docu...