Browse Dept. of Industrial and Enterprise Systems Engineering by Contributor "Peng, Jiming"
Now showing items 1-5 of 5
(2010-08-20)The computational aspects of the simplex algorithm are investigated, and high performance computing is used to enhance the computational performance of analogous algorithms for linear systems. It is wellknown that the ...
(2013-08-22)Semidefinite relaxation (SDR) is a powerful tool to estimate bounds and obtain approximate solutions for NP-hard problems. This thesis introduces and studies several novel linear and nonlinear semidefinite relaxation models ...
(2010-06-22)In this thesis, we consider a special class of binary quadratic programming problem (BQP) where the number of nonzero elements is fixed. Such problems arise frequently from various applications and have been proved to be ...
(2013-08-22)In this thesis we present new effective algorithms for several special classes of quadratic programming problems. The problems we study can be classifiedinto two categories. The first group contains two optimization problems ...
(2014-09-16)The 2008 Financial Crisis highlighted the importance of effective portfolio deleveraging and liquidation strategies, which is critical to surviving financial distress and maintaining system stability. This thesis studies ...