The Markowitz mean-variance portfolio selection is widely acclaimed as a very important investment strategy. A popular option to solve the static (MVPS) problem based on use of quadratic programming (QP) methods. On other hand, under transaction costs (PSTC) usually approached with nonlinear (NLP) In this article, we define and study time-varying cardinality constraint (TV-MVPSTC-CC) (TVNLP) pr...

[1] In the recent past the nonlinear prediction (NLP) method, initially developed in the context of nonlinear time series analysis, has been successfully applied to river flow deterministic forecasting. In this work a probabilistic approach to the NLP method is proposed, which allows one to estimate the probability distribution of the predicted discharge values and to quantify the total uncerta...

we consider an approximation scheme using haar wavelets for solving a class of infinite horizon optimal control problems (ocp's) of nonlinear interconnected large-scale dynamic systems. a computational method based on haar wavelets in the time-domain is proposed for solving the optimal control problem. haar wavelets integral operational matrix and direct collocation method are utilized to ...

in this paper the real-world occurrence of the multiple-product multiple-constraint single period newsboy problem with two objectives, in which there is incremental discounts on the purchasing prices, is investigated. the constraints are the warehouse capacity and the batch forms of the order placements. the first objective of this problem is to find the order quantities such that the expected ...

We describe a novel multi-pass, multistrategy architecture for natural language processing (NLP). The commercial integrated development environment (IDE), VisualText(TM), and the associated NLP++(TM) programming language, as well as derived applications, serve to illustrate the architecture and methodology.

The previously developed Gauss pseudospectral method is extended to the case of nonlinear infinite-horizon optimal control problems. First, the semi-infinite domain t ∈ [0,+∞) is transformed to the domain τ = [−1,+1). The first-order optimality conditions of NLP obtained from the pseudospectral discretization are then presented. These optimality conditions are related to the KKT multipliers of ...

This paper deals with the exact state sensitivity calculation required in the moving horizon estimator (MHE) for nonlinear networked control systems (NCS) presented in [4]. This NCS-MHE is capable of dealing with the network induced imperfections by formulating the estimation problem as a suitable optimization problem within a moving horizon framework. The resulting nonlinear program (NLP) can ...

It is known that the optimal control may introduce significant economical benefits into production processes, thus being an important and challenging research area with practical relevance. The modeling and optimization of biotechnological processes has been object of research and their related results have generated improvements in operating conditions and strategies, however, the inherent fea...