Now showing items 1-15 of 15

• Bilateral trade with risk-averse intermediary using linear network optimization ﻿

(Wiley Periodicals, Inc., 2019)
We consider bilateral trade of an object between a seller and a buyer through an intermediary who aims to maximize his/her expected gains as in the previous study, in a Bayes‐Nash equilibrium framework where the seller and ...
• A bilevel uncapacitated location/pricing problem with Hotelling access costs in one-dimensional space ﻿

(International Conference on Information Systems, Logistics and Supply Chain, 2016)
We formulate a spatial pricing problem as bilevel non-capacitated location: a leader first decides which facilities to open and sets service prices taking competing offers into account; then, customers make individual ...
• Codon optimization by 0-1 linear programming ﻿

(Elsevier, 2020-02)
The problem of choosing an optimal codon sequence arises when synthetic protein-coding genes are added to cloning vectors for expression within a non-native host organism: to maximize yield, the chosen codons should have ...
• Codon optimization: A mathematical programing approach ﻿

(Oxford University Press, 2020-04)
Motivation: Synthesizing proteins in heterologous hosts is an important tool in biotechnology. However, the genetic code is degenerate and the codon usage is biased in many organisms. Synonymous codon changes that are ...
• Competitive location and pricing on a line with metric transportation costs ﻿

(Elsevier, 2020-04-01)
Consider a three-level non-capacitated location/pricing problem: a firm first decides which facilities to open, out of a finite set of candidate sites, and sets service prices with the aim of revenue maximization; then a ...
• Financial valuation of supply chain contracts ﻿

(John Wiley & Sons, 2011)
This chapter focuses on a single buyer‐single supplier multiple period quantity flexibility contract in which the buyer has options to order additional quantities of goods in case of a higher than expected demand in addition ...
• Huber approximation for the non-linear ℓ1 problem ﻿

(Elsevier, 2006)
The smooth Huber approximation to the non-linear ℓ1 problem was proposed by Tishler and Zang (1982), and further developed in Yang (1995). In the present paper, we use the ideas of Gould (1989) to give a new algorithm with ...
• A hybrid polyhedral uncertainty model for the robust network loading problem ﻿

(Springer, New York, 2011)
• Minimizers of sparsity regularized huber loss function ﻿

(Springer, 2020)
We investigate the structure of the local and global minimizers of the Huber loss function regularized with a sparsity inducing L0 norm term. We characterize local minimizers and establish conditions that are necessary and ...
• Necessary and sufficient conditions for noiseless sparse recovery via convex quadratic splines ﻿

(Society for Industrial and Applied Mathematics Publications, 2019)
The problem of exact recovery of an individual sparse vector using the Basis Pursuit (BP) model is considered. A differentiable Huber loss function (a convex quadratic spline) is used to replace the $\ell_1$-norm in the ...
• A novel technique for a linear system of equations applied to channel equalization ﻿

(IEEE, 2009)
In many inverse problems of signal processing the problem reduces to a linear system of equations. Accurate and robust estimation of the solution with errors in both measurement vector and coefficient matrix is a challenging ...
• Overdetermined systems of linear equations ﻿

(Springer, 2009)
• The parallel surrogate constraint approach to the linear feasibility problem ﻿

(Springer, 1996)
The linear feasibility problem arises in several areas of applied mathematics and medical science, in several forms of image reconstruction problems. The surrogate constraint algorithm of Yang and Murty for the linear ...
• Pricing multiple exercise American options by linear programming ﻿

(Springer New York LLC, 2017)
We consider the problem of computing the lower hedging price of American options of the call and put type written on a non-dividend paying stock in a non-recombinant tree model with multiple exercise rights. We prove using ...
• Sparse solutions to an underdetermined system of linear equations via penalized Huber loss ﻿

(Springer, 2020)
We investigate the computation of a sparse solution to an underdetermined system of linear equations using the Huber loss function as a proxy for the 1-norm and a quadratic error term à la Lasso. The approach is termed ...