Results 51 to 60 of about 489 (91)
Optimal capacitated ring trees
EURO Journal on Computational Optimization, 2016 We study a new network design model combining ring and tree structures under capacity constraints. The solution topology of this capacitated ring tree problem (CRTP) is based on ring trees which are the union of trees and 1-trees.
Alessandro Hill, Stefan Voß
doaj
Robust One Period Option Modelling [PDF]
AMS classifications: 90C15; 90C20; 90C90; 49M29;return on investment;option pricing models;optimization;portfolio ...
Lutgens, F., Sturm, J.F.
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A fast patch-dictionary method for whole image recovery [PDF]
, 2014 Various algorithms have been proposed for dictionary learning. Among those for image processing, many use image patches to form dictionaries. This paper focuses on whole-image recovery from corrupted linear measurements.
Xu, Yangyang, Yin, Wotao
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Solving the maximum edge-weight clique problem in sparse graphs with compact formulations
EURO Journal on Computational Optimization, 2015 This paper studies the behavior of compact formulations for solving the maximum edge-weight clique (MEWC) problem in sparse graphs. The MEWC problem has long been discussed in the literature, but mostly addressing complete graphs, with or without a ...
Luis Gouveia, Pedro Martins
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Relative Robust Portfolio Optimization [PDF]
, 2013 Considering mean-variance portfolio problems with uncertain model parameters, we contrast the classical absolute robust optimization approach with the relative robust approach based on a maximum regret function.
Hauser, Raphael +2 more
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Switch 2.0: A modern platform for planning high-renewable power systems
SoftwareX, 2019 Switch 2.0 is an open-source platform for planning transitions to low-emission electric power systems, designed to satisfy 21st century grid planning requirements.
Josiah Johnston +3 more
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Sufficient pruning conditions for MINLP in gas network design
EURO Journal on Computational Optimization, 2017 One-quarter of Europe’s energy demand is provided by natural gas distributed through a vast pipeline network covering the whole of Europe. At a cost of 1 million Euros per kilometer the extension of the European pipeline network is already a multi ...
Jesco Humpola, Felipe Serrano
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Intrinsic spherical smoothing method based on generalized Bézier curves and sparsity inducing penalization. [PDF]
J Appl Stat, 2023 Bak KY, Shin JK, Koo JY.
europepmc +1 more source
Bilevel programming for price-based electricity auctions: a revenue-constrained case
EURO Journal on Computational Optimization, 2015 This paper describes the application of bilevel programming to a class of real-life problems in the field of electric power systems. Within the context of electricity markets, market-clearing procedures, i.e., auction models, are used by an independent ...
Ricardo Fernández-Blanco +2 more
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Tracking error with minimum guarantee constraints [PDF]
In recent years the popularity of indexing has greatly increased in financial markets and many different families of products have been introduced. Often these products also have a minimum guarantee in the form of a minimum rate of return at specified ...
Diana Barro, Elio Canestrelli
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