We present an algorithm for counting the number of integer solutions to selected free variables of a Presburger formula. We represent the Presburger formula as a deterministic fin...
In this paper, we give a finite disjunctive programming procedure to obtain the convex hull of general mixed-integer linear programs (MILP) with bounded integer variables. We prop...
We study the problem of computing general static-arbitrage bounds for European basket options; that is, computing bounds on the price of a basket option, given the only assumption...
Abstract. Data mining algorithms such as the Apriori method for finding frequent sets in sparse binary data can be used for efficient computation of a large number of summaries fr...
This paper considers representations for elementary functions such as polynomial, trigonometric, logarithmic, square root, and reciprocal functions. These real valued functions ar...