Continuous GRASP (C-GRASP) is a stochastic local search metaheuristic for finding cost-efficient solutions to continuous global optimization problems subject to box constraints (Hirsch et al., 2006). Like a greedy randomized adaptive search procedure (GRASP), a C-GRASP is a multi-start procedure where a starting solution for local improvement is constructed in a greedy randomized fashion. In th...

We present a unified and tractable framework for distributionally robust optimization that could encompass a variety of statistical information including, among others things, constraints on expectation, conditional expectation, and disjoint confidence sets with uncertain probabilities defined by φ-divergence. In particular, we also show that the Wasserstein-based ambiguity set has an equivalen...

In many areas of science and engineering researchers consider systems that can be solely examined by their input and output characteristics without any knowledge of their internal workings. Such black-box systems are the topic of the present thesis. In many practical cases, a black box comprises a complex mathematical model, a computer simulation, a real-world experiment, or a combination of an...

BACKGROUND An important use of data obtained from microarray measurements is the classification of tumor types with respect to genes that are either up or down regulated in specific cancer types. A number of algorithms have been proposed to obtain such classifications. These algorithms usually require parameter optimization to obtain accurate results depending on the type of data. Additionally,...

In this article, we discuss an alternative method for deriving conservative approximation models for two-stage robust optimization problems. The method extends in a natural way a linearization scheme that was recently proposed to construct tractable reformulations for robust static problems that involve profit functions that decompose as a sum of piecewise linear concave expressions. Given that...

In this paper, the implementation of a digital signal processor (DSP) based multi-format decoder for an IP set-top box is described. Using several software optimization techniques, the multi-format decoder has been fitted into a TMS320DM641 DSP @ 480 Mhz. Starting from a native C code implementation, a six-step software optimization process has been applied to improve the decoder performance. C...

The lack of transparency often makes the black-box models difficult to be applied to many practical domains. For this reason, the current work, from the black-box model input port, proposes to incorporate data-based prior information into the black-box softmargin SVM model to enhance its transparency. The concept and incorporation mechanism of data-based prior information are successively devel...

The Maximum Independent Set problem in d-box graphs, i.e., in intersection graphs of axis-parallel rectangles in Rd, is known to be NP-hard for any fixed d ≥ 2. A challenging open problem is, how close the solution can be approximated by a polynomial time algorithm. For the restricted case of d-boxes with bounded aspect ratio a PTAS exists [12]. In general case no polynomial time algorithm with...