This repository contains an optimization project that applies Linear Programming (LP) to minimize production costs for a potato chips manufacturing plant. The project addresses the complex challenge ...
Abstract: We study the problem of determining an effective exploration strategy in static and non-linear optimization problems, which depend on an unknown scalar parameter to be learned from online ...
This repository contains the code, data, and documentation for a project comparing the performance of two computational methods for protein structure prediction: Rosetta Ab Initio and a Linear Algebra ...
Abstract: As a widely used method in signal processing, Principal Component Analysis (PCA) performs both the compression and the recovery of high dimensional data by leveraging the linear ...
In an incomplete market it is usually impossible to eliminate the intrinsic risk of an option. In this case quadratic risk minimization is often used to determine a hedging strategy. However, it may ...
Kohlberg, Elon. "The Nucleolus as a Solution to a Minimization Problem." SIAM Journal on Applied Mathematics 23, no. 1 (July 1972): 34 – 39.