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Convex Optimization of Output Link Scheduling and Active Queue Management in QoS Constrained Packet Switches
Convex Optimization Output Link Scheduling Active Queue Management QoS Constrained Packet Switches
2015/7/10
We present two novel algorithms at the ingress and egress of packet switches with QoS provisioning and fairness constraints. We first provide a suite of generalized weighted fair queuing formulations ...
ORACLE: Optimization with Recourse of Analog Circuits including Layout Extraction
Optimization with recourse
2015/7/10
Long design cycles due to the inability to predict silicon realities is a well-known problem that plagues analogRF integrated circuit product development. As this problem worsens for technologies belo...
Portfolio Optimization with Linear and Fixed Transaction Costs
Portfolio Optimization Linear Fixed Transaction Costs
2015/7/10
We consider the problem of portfolio selection, with transaction costs and constraints on exposure to risk. Linear transaction costs, bounds on the variance of the return, and bounds on different shor...
Multi-Period Portfolio Optimization with Constraints and Transaction Costs
Multi-Period Portfolio Optimization Constraints Transaction Costs
2015/7/9
We consider the problem of multi-period portfolio optimization over a finite horizon, with a self-financing budget constraint and arbitrary distribution of asset returns, with objective to minimize th...
Production Scheduling Optimization in the Casting Industry using Genetic Algorithms
production scheduling casting industry optimization
2018/3/12
This paper presents the use and results of production scheduling in the casting industry
with the application of the Genetic Algorithms technique. In the casting industry, there
are two important an...