We consider a multiple criterion Boolean programming problem with MINMAX partial criteria. The extreme level of independent perturbations of partial criteria parameters such that efficient (Pareto optimal) solution preserves optimality was obtained. MSC: 90C29, 90C31

We find important differences in dollar-based and dollar-neutral G10 carry trades. Dollar-neutral trades have positive average returns, are highly negatively skewed, are correlated with risk factors, and exhibit considerable downside risk. In contrast, a diversified dollar-carry portfolio has a higher average excess return, a higher Sharpe ratio, minimal skewness, is unconditionally uncorrelate...

In this work we present a new restart technique for iterative projection methods for nonlinear eigenvalue problems admitting minmax characterization of their eigenvalues. Our technique makes use of the minmax induced local enumeration of the eigenvalues in the inner iteration. In contrast to global numbering which requires including all the previously computed eigenvectors in the search subspac...

The global k-means algorithm is an incremental approach to clustering that dynamically adds one cluster center at a time through a deterministic global search procedure from suitable initial positions, and employs k-means to minimize the sum of the intra-cluster variances. However the global k-means algorithm sometimes results singleton clusters and the initial positions sometimes are bad, afte...

Minmax regret optimization aims at finding robust solutions that perform best in the worst-case, compared to the respective optimum objective value in each scenario. Even for simple uncertainty sets like boxes, most polynomially solvable optimization problems have strongly NP-hard minmax regret counterparts. Thus, heuristics with performance guarantees can potentially be of great value, but onl...

We consider approximation of the optimal Yen algorithm for interpolation from a nonuniformly-spaced grid. Although the Yen interpolator is optimal in many senses, it suffers from severe numerical ill conditioning. We suggest a tradeoff between accuracy in computing the interpolator and accuracy in performing the interpolation. A new interpolator is proposed using Choi’s expression for interpola...

In the present paper, two types of second order dual models are formulated for a minmax fractional programming problem. The concept of η-bonvexity/ generalized η-bonvexity is adopted in order to discuss weak, strong and strict converse duality theorems.

Estimating the probability that a sum of random variables (RVs) exceeds a given threshold is a well-known challenging problem. Closed-form expression of the sum distribution is usually intractable and presents an open problem. A crude Monte Carlo (MC) simulation is the standard technique for the estimation of this type of probability. However, this approach is computationally expensive especial...