This project implements a CVaR-minimizing portfolio optimization model based on the seminal paper "Optimization of Conditional Value-at-Risk" by Rockafellar and Uryasev (2000). The analysis uses ...
To fulfill the 2 Core Courses, take two Core Courses from two different Core Areas. CSE Core Courses are classified into six areas: Introduction to CSE, Computational Mathematics, High Performance ...
Background: Plant-based diets with reduced animal protein intake are increasingly recommended for health and sustainability reasons that have potential implications for nutrient intake, including ...
Abstract: Energy optimization is a critical challenge in wireless sensor networks (WSNs) due to its direct impact on the network lifetime. This paper proposes the use of the K-means algorithm combined ...
HiGHS is a high performance serial and parallel solver for large scale sparse linear optimization problems of the form $$ \min \quad \dfrac{1}{2}x^TQx + c^Tx \qquad \textrm{s.t.}~ \quad L \leq Ax \leq ...
This paper presents a novel approach to the joint optimization of job scheduling and data allocation in grid computing environments. We formulate this joint optimization problem as a mixed integer ...
Note that the optimal solution to Gonzaga’s problem denoted by (G) is [a, 0] T with an optimal value of the objective function equal to a, a ≥ 10. From the infeasible starting point e = [1, 1] T, the ...
The objective of the 3D-SCALO problem is to assign the given components to optimal mounting surfaces and position them at the best locations, while satisfying the requirements for (1) heat dissipation ...
This paper deals with linear programming techniques and their application in optimizing lecture rooms in an institution. This linear programming formulated based on the available secondary data ...
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