A dynamic programming approach to constrained portfolios [PDF]
, 2011 This paper studies constrained portfolio problems that may involve constraints on the probability or the expected size of a shortfall of wealth or consumption.
Kraft, Holger, Steffensen, Mogens
core +1 more source
A new constructing auxiliary function method for global optimization
Mathematical and Computer Modelling, 2008 zbMATH Open Web Interface contents unavailable due to conflicting licenses.
Wang, Yong-Jun, Zhang, Jiang-She
openaire +2 more sources
Research on Optimization of Auxiliary Anode Parameters of Cathodic Protection System of Buried Pipeline [PDF]
Cailiao Baohu, 2022 Cathodic protection is an important method to inhibit the electrochemical corrosion of pipelines, and its potential distribution directly affects the pipeline protection effect. Taking a product oil transportation station in Northwest China as an example,
ZHANG Qi - zhi, QUAN Bo, LI Lin
doaj +1 more source
Improved physiological noise regression in fNIRS: a multimodal extension of the General Linear Model using temporally embedded Canonical Correlation Analysis [PDF]
, 2020 For the robust estimation of evoked brain activity from functional Near-Infrared Spectroscopy (fNIRS) signals, it is crucial to reduce nuisance signals from systemic physiology and motion.
Boas, David A. +4 more
core +1 more source
A new auxiliary function method for general constrained global optimization
Optimization, 2013 In this article, we first propose a method to obtain an approximate feasible point for general constrained global optimization problems (with both inequality and equality constraints). Then we propose an auxiliary function method to obtain a global minimizer or an approximate global minimizer with a required precision for general global optimization ...
Z.Y. Wu +3 more
openaire +2 more sources
A Subgradient Method for Free Material Design [PDF]
, 2016 A small improvement in the structure of the material could save the manufactory a lot of money. The free material design can be formulated as an optimization problem.
Kocvara, Michal +2 more
core +2 more sources
Solving nonlinearly constrained global optimization problem via an auxiliary function method
Journal of Computational and Applied Mathematics, 2009 Constrained continuous global minimization problems can be converted to unconstrained ones by adding a penalty term to the objective function. Penalty function methods require usually the determination of parameters, so that constrained and unconstrained problems have global minimizers.
Zhu, Wenxing, Ali, M.M.
openaire +1 more source
A bi-level programming approach for trip matrix estimation and traffic control problems with stochastic user equilibrium link flows [PDF]
, 2001 This paper deals with two mathematically similar problems in transport network analysis: trip matrix estimation and traffic signal optimisation on congested road networks. These two problems are formulated as bi-level programming problems with stochastic
Bard +21 more
core +1 more source
PageRank Optimization by Edge Selection [PDF]
, 2012 The importance of a node in a directed graph can be measured by its PageRank. The PageRank of a node is used in a number of application contexts - including ranking websites - and can be interpreted as the average portion of time spent at the node by an ...
Avrachenkov +19 more
core +2 more sources
Multi-Task Transformer with Adaptive Cross-Entropy Loss for Multi-Dialect Speech Recognition
Entropy, 2022 At present, most multi-dialect speech recognition models are based on a hard-parameter-sharing multi-task structure, which makes it difficult to reveal how one task contributes to others.
Zhengjia Dan +4 more
doaj +1 more source