Feasible modified subgradient method for solving the thermal unit commitment problem as a new approach.
Motivated by the observation that the gain-loss criterion, while offering economically meaningful prices of contingent claims, is sensitive to the reference measure governing the underlying stock price process (a situation referred to as ambiguity of measure), we propose a gain-loss pricing model robust to shifts in the reference measure. Using a dual representation property of polyhedral risk measures we obtain a one-step, gain-loss criterion based theorem of asset pricing under ambiguity of...
This paper addresses the problem of reducing blocking effects in transform coding. A novel optimization approach using the gradient flow is proposed. Using some properties of the gradient flow on a manifold, an optimized filter design method for reducing the blocking effects is presented. Based on this method, an image reconstruction algorithm is derived. The algorithm maintains the fidelity of images while reducing the blocking effects. Experimental tests demonstrate that the presented algorithm...
This contribution contains a description and comparison of two methods applied to exposure optimization applied to moulding process in the automotive industry.
Image denoising is a fundamental problem in image processing operations. In this paper, we present a two-phase scheme for the impulse noise removal. In the first phase, noise candidates are identified by the adaptive median filter (AMF) for salt-and-pepper noise. In the second phase, a new hybrid conjugate gradient method is used to minimize an edge-preserving regularization functional. The second phase of our algorithm inherits advantages of both Dai-Yuan (DY) and Hager-Zhang (HZ) conjugate gradient...
A high number of Internet shops makes it difficult for a customer to review manually all the available offers and select optimal outlets for shopping. A partial solution to the problem is brought by price comparators which produce price rankings from collected offers. However, their possibilities are limited to a comparison of offers for a single product requested by the customer. The issue we investigate in this paper is a multiple-item multiple-shop optimization problem, in which total expenses...
Se modeliza el problema no lineal de producción de carne de vacuno por Programación Geométrica Signomial. Los datos técnicos utilizados se han extraído del trabajo de Epplin y Heady (1984). Se aplican transformaciones inversas y métodos de condensación al problema signomial para simplificar el modelo teórico. Finalmente, se calcula la composición de la ración óptima, bajo distintas consideraciones y se comentan los resultados obtenidos, que confirman y completan otros experimentales ya existentes...
For a specific query merging the returned results from multiple search engines, in the form of a metasearch aggregation, can provide significant improvement in the quality of relevant documents. This paper suggests a minimax linear programming (LP) formulation for fusion of multiple search engines results. The paper proposes a weighting method to include the importance weights of the underlying search engines. This is a two-phase approach which in the first phase a new method for computing the importance...