Results 31 to 40 of about 724 (154)
An efficient compact quadratic convex reformulation for general integer quadratic programs [PDF]
We address the exact solution of general integer quadratic programs with linear constraints. These programs constitute a particular case of mixed-integer quadratic programs for which we introduce in a general solution method based on quadratic convex ...
Lambert, Amélie +2 more
core
A Branch and Bound algorithm for general mixed-integer quadratic programs based on quadratic convex relaxation [PDF]
Let (MQP) be a general mixed-integer quadratic program that consists of minimizing a quadratic function f(x) = x^TQx +c^Tx subject to linear constraints.
Lambert, Amélie +2 more
core +3 more sources
ABSTRACT Traditional short‐rate models introduce volatility directly into the instantaneous rate via Brownian shocks. However, empirical data suggest that short‐term interest rates exhibit smoother behavior than such models imply. We propose a two‐factor Gaussian short‐rate model in which the short rate is a deterministic exponential filter of a ...
Allan Jonathan da Silva
wiley +1 more source
ABSTRACT In this article, we propose a novel numerical framework for the non‐isothermal Cahn–Hilliard–Navier–Stokes two‐phase flow system, which couples the incompressible Navier–Stokes equations, the Cahn–Hilliard phase‐field equation, and the heat transport equation to capture temperature‐dependent two‐phase flow dynamics.
Guang‐An Zou +4 more
wiley +1 more source
Isoperimetric inequalities on slabs with applications to cubes and Gaussian slabs
Abstract We study isoperimetric inequalities on “slabs”, namely weighted Riemannian manifolds obtained as the product of the uniform measure on a finite length interval with a codimension‐one base. As our two main applications, we consider the case when the base is the flat torus R2/2Z2$\mathbb {R}^2 / 2 \mathbb {Z}^2$ and the standard Gaussian measure
Emanuel Milman
wiley +1 more source
Toward Genuine Efficiency and Cluster Robustness of Preconditioned CG‐Like Eigensolvers
ABSTRACT The locally optimal block preconditioned conjugate gradient (LOBPCG) method is a popular solver for large and sparse Hermitian eigenvalue problems. However, recently proposed alternatives for its single‐vector version LOPCG indicate certain problematic cases with less accurate preconditioners and clustered target eigenvalues.
Ming Zhou, Klaus Neymeyr
wiley +1 more source
ABSTRACT In this paper, we continue the development of the Cartan neural networks programme, launched with three previous publications, by focusing on some mathematical foundational aspects that we deem necessary for our next steps forward. The mathematical and conceptual results are diverse and span various mathematical fields, but the inspiring ...
Pietro Fré +4 more
wiley +1 more source
End‐to‐End Portfolio Optimization with Hybrid Quantum Annealing
This works presents a hybrid quantum‐classical framework for portfolio optimization that combines quantum assisted asset selection and rebalancing with classical weight allocation. The approach processes real market data, embeds it into Quadratic Unconstrained Binary Optimization formulations, and evaluates performance within a unified workflow ...
Sai Nandan Morapakula +5 more
wiley +1 more source
Data‐Based Refinement of Parametric Uncertainty Descriptions
ABSTRACT We consider dynamical systems with a linear fractional representation involving parametric uncertainties which are either constant or varying with time. Given a finite‐horizon input‐state or input‐output trajectory of such a system, we propose a numerical scheme which iteratively improves the available knowledge about the involved constant ...
Tobias Holicki, Carsten W. Scherer
wiley +1 more source
Function spaces for decoupling
Abstract We introduce new function spaces LW,sq,p(Rn)$\mathcal {L}_{W,s}^{q,p}(\mathbb {R}^{n})$ that yield a natural reformulation of the ℓqLp$\ell ^{q}L^{p}$ decoupling inequalities for the sphere and the light cone. These spaces are invariant under the Euclidean half‐wave propagators, but not under all Fourier integral operators unless p=q$p=q$, in ...
Andrew Hassell +3 more
wiley +1 more source

