The mean-variance (MV) portfolio is typically formulated as a quadratic programming (QP) problem that linearly combines the conflicting objectives of minimizing risk and maximizing expected return through aversion profile parameter. In this formulation, two are expressed in different units, an issue could definitely hamper obtaining more competitive set weights. For example, modification scale ...

Developing a minimum backbone grid in the power system planning is beneficial to improve system’s resilience. To obtain grid, mixed integer linear programming (MILP) model with network connectivity constraints for proposed. In model, some are presented consider practical application requirements. Especially, avoid islands set of based on single-commodity flow formulations proposed ensure grid. ...

In this paper, we study the problem of resource allocation for a multiuser orthogonal frequency-division multiple access (OFDMA) downlink with eavesdropping. The considered setup consists of a base station, several users and a single eavesdropper that intends to wiretap the transmitted message within each OFDMA subchannel. By taking into consideration the existence of the eavesdropper, the base...

This paper addresses two major issues related to the convergence of generalized Benders decomposition which is an algorithm for the solution of mixed integer linear and nonlinear programming problems. First, it is proved that a mixed integer nonlinear programming formulation with zero nonlinear programming relaxation gap requires only one Benders cut in order to converge, namely the cut corresp...