Quadratic Assignment Problems (QAPs) are known to be among the most challenging discrete optimization problems. Recently, a new class of semi-definite relaxation (SDR) models for QAPs based on matrix splitting has been proposed [25, 28]. In this paper, we consider the issue of how to choose an appropriate matrix splitting scheme so that the resulting relaxation model is easy to solve and able t...

Splitting off two edges su, sv in a graph G means deleting su, sv and adding a new edge uv. Let G = (V + s,E) be k-edge-connected in V (k ≥ 2) and let d(s) be even. Lovász proved that the edges incident to s can be split off in pairs in a such a way that the resulting graph on vertex set V is k-edge-connected. In this paper we investigate the existence of such complete splitting sequences when ...

Abstract. Option pricing models with a stochastic volatility are more realistic than the Black-Scholes model which uses a constant volatility. The prices of options based on such models can be obtained by solving a parabolic partial differential equation. Particularly, we consider the model presented by Heston. The variables in these problems are the time, the underlying asset value, and the vo...

Studies of monozygotic twins in the context of overfeeding and energy deficit experiments have shown that gene-environment interactions affect energy balance. From a clinical standpoint, this implies that some individuals are more susceptible to body-weight gain or loss than others because of genetic differences. This opens new perspectives in predictive medicine. In the future, health professi...

This paper describes a general purpose method for solving convex optimization problems in a distributed computing environment. In particular, if the problem data includes a large linear operator or matrix A, the method allows for handling each sub-block of A on a separate machine. The approach works as follows. First, we define a canonical problem form called graph form, in which we have two se...