Estimation errors or uncertainities in expected return and risk measures create difficulties for portfolio optimization. The literature deals with the uncertainty using stochastic, fuzzy or ...
An example of the quadratic assignment problem (QAP) is the facility location problem, in which n facilities are assigned, at minimum cost, to n sites. Between each pair of facilities, there is a ...
There are three groups of optimization techniques available in PROC NLP. A particular optimizer can be selected with the TECH=name option in the PROC NLP statement. Since no single optimization ...
A. P. Punnen, Discrete Mathematics and Graph Theory, (under preparation, Draft version available, 2024) A. P. Punnen, Introduction to Linear Algebra, (under ...
This paper presents an experimental study of algorithms based on quantum annealing (a type of AQC computation)running on a special-purpose D-Wave Two platform containing 439 quantum bits (qubits).