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Analysis of random instances of optimization problems provides valuable insights into the behavior and properties of problem's solutions, feasible region, and optimal values, especially in large-scale cases. A class of problems that have been studied extensively in the literature using the...
Persistent link: https://www.econbiz.de/10005236869
The paper considers solving of linear programming problems with p-order conic constraints that are related to a certain class of stochastic optimization models with risk objective or constraints. The proposed approach is based on construction of polyhedral approximations for p-order cones, and...
Persistent link: https://www.econbiz.de/10008483247
The paper considers modelling of risk-averse preferences in stochastic programming problems using risk measures. We utilize the axiomatic foundation of coherent risk measures and deviation measures in order to develop simple representations that express risk measures via specially constructed...
Persistent link: https://www.econbiz.de/10005279137
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Statistical uncertainty of different filtration techniques for market network analysis is studied. Two measures of statistical uncertainty are discussed. One is based on conditional risk for multiple decision statistical procedures and another one is based on average fraction of errors. It is...
Persistent link: https://www.econbiz.de/10010709520
A sensor with two active phrases means that active mode has two phases, the full-active phase and the semi-active phase, which require different energy consumptions. A full-active sensor can sense data packets, transmit, receive, and relay the data packets. A semi-active sensor cannot sense data...
Persistent link: https://www.econbiz.de/10010994107
In this paper we consider two branch and bound algorithms for the maximum clique problem which demonstrate the best performance on DIMACS instances among the existing methods. These algorithms are MCS algorithm by Tomita et al. (<CitationRef CitationID="CR31">2010</CitationRef>) and MAXSAT algorithm by Li and Quan (<CitationRef CitationID="CR21">2010a</CitationRef>, <CitationRef CitationID="CR22">b</CitationRef>). We suggest a...</citationref></citationref></citationref>
Persistent link: https://www.econbiz.de/10010994124
In this paper, we consider two decomposition schemes for the graph theoretical description of the axial Multidimensional Assignment Problem (MAP). The problem is defined as finding n disjoint cliques of size m with minimum total cost in K <Subscript> m×n </Subscript>, which is an m-partite graph with n elements per...</subscript>
Persistent link: https://www.econbiz.de/10010998323
Several numerical methods for solving nonlinear systems of equations assume that derivative information is available. Furthermore, these approaches usually do not consider the problem of finding all solutions to a nonlinear system. Rather, most methods output a single solution. In this paper, we...
Persistent link: https://www.econbiz.de/10010937780
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