Información del autor
Autor Yinyu Ye |
Documentos disponibles escritos por este autor (6)



Analytical Results and Efficient Algorithm for Optimal Portofolio Deleveraging with Market Impact / Jingnan Chen en Operations research, Vol. 62, Núm. 1 (Ene-Feb 2014)
[artículo]
Título : Analytical Results and Efficient Algorithm for Optimal Portofolio Deleveraging with Market Impact Tipo de documento: texto impreso Autores: Jingnan Chen, Autor ; Liming Feng, Autor ; Jiming Peng, Autor ; Yinyu Ye, Autor Fecha de publicación: 2014 Artículo en la página: 195-206 Idioma : Inglés (eng) Link: https://biblioteca.cunef.edu/gestion/catalogo/index.php?lvl=notice_display&id=45330
in Operations research > Vol. 62, Núm. 1 (Ene-Feb 2014) . - 195-206[artículo] Analytical Results and Efficient Algorithm for Optimal Portofolio Deleveraging with Market Impact [texto impreso] / Jingnan Chen, Autor ; Liming Feng, Autor ; Jiming Peng, Autor ; Yinyu Ye, Autor . - 2014 . - 195-206.
Idioma : Inglés (eng)
in Operations research > Vol. 62, Núm. 1 (Ene-Feb 2014) . - 195-206
Link: https://biblioteca.cunef.edu/gestion/catalogo/index.php?lvl=notice_display&id=45330 Discrete Geometry and Optimization / SpringerLink (Online service) ; Károly Bezdek ; Antoine Deza ; Yinyu Ye (2013)
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Título : Discrete Geometry and Optimization Tipo de documento: documento electrónico Autores: SpringerLink (Online service) ; Károly Bezdek ; Antoine Deza ; Yinyu Ye Editorial: Heidelberg : Springer International Publishing Fecha de publicación: 2013 Otro editor: Imprint: Springer Colección: Fields Institute Communications, ISSN 1069-5265 num. 69 Número de páginas: X, 336 p Il.: online resource ISBN/ISSN/DL: 978-3-319-00200-2 Idioma : Inglés (eng) Palabras clave: Mathematics Convex geometry Discrete Operations research Management science Mathematical optimization and Geometry Optimization Research, Science Clasificación: 51 Matemáticas Resumen: Optimization has long been a source of both inspiration and applications for geometers, and conversely, discrete and convex geometry have provided the foundations for many optimization techniques, leading to a rich interplay between these subjects. The purpose of the Workshop on Discrete Geometry, the Conference on Discrete Geometry and Optimization, and the Workshop on Optimization, held in September 2011 at the Fields Institute, Toronto, was to further stimulate the interaction between geometers and optimizers. This volume reflects the interplay between these areas. The inspiring Fejes Tóth Lecture Series, delivered by Thomas Hales of the University of Pittsburgh, exemplified this approach. While these fields have recently witnessed a lot of activity and successes, many questions remain open. For example, Fields medalist Stephen Smale stated that the question of the existence of a strongly polynomial time algorithm for linear optimization is one of the most important unsolved problems at the beginning of the 21st century. The broad range of topics covered in this volume demonstrates the many recent and fruitful connections between different approaches, and features novel results and state-of-the-art surveys as well as open problems Nota de contenido: Preface -- Discrete Geometry in Minkowski Spaces (Alonso, Martini, and Spirova) -- Engineering Branch-and-Cut Algorithms for the Equicut Program (Anjos, Liers, Pardella, and Schmutzer) -- An Approach to the Dodecahedral Conjecture Based on Bounds for Spherical Codes (Anstreicher) -- On Minimal Tilings with Convex Cells Each Containing a Unit Ball (Bezdek) -- On Volumes of Permutation Polytopes (Burggraf, De Loera, and Omar) -- Monotone Paths in Planar Convex Subdivisions and Polytopes (Dumitrescu, Rote, and Toth).- Complexity of the Positive Semidefinite Matrix Completion Problem with a Rank Constraint (Eisenberg-Nagy, Laurent, and Varvitsiotis) -- The Strong Dodecahedral Conjecture and Fejes Toth's Conjecture on Sphere Packings with Kissing Number Twelve (Hales) -- Solving Nuclear Norm Regularized and Semidefinite Matrix Least Squares Problems with Linear Equality Constraints (Jiang, Sun, and Toh) -- Techniques for Submodular Maximization (Lee) -- A Further Generalization of the Colourful Caratheodory theorem (Meunier, Deza) -- Expected Crossing Numbers (Mohar, Stephen) -- EL-Labelings and Canonical Spanning Trees for Subword Complexes (Pilaud, Stump) -- Bandwidth, Vertex Separators, and Eigenvalue Optimization (Rendl, Lisser, and Piacentini) -- Exploiting Symmetries in Polyhedral Computations (Schurmann) -- Conditions for Correct Sensor Network Localization Using SDP Relaxation (Shamsi, Taheri, Zhu, and Ye) -- A Primal-Dual Smooth Perceptron-von Neumann Algorithm (Soheili, Pena) -- Open Problems (Bezdek, Deza, and Ye). En línea: http://dx.doi.org/10.1007/978-3-319-00200-2 Link: https://biblioteca.cunef.edu/gestion/catalogo/index.php?lvl=notice_display&id=32455 Discrete Geometry and Optimization [documento electrónico] / SpringerLink (Online service) ; Károly Bezdek ; Antoine Deza ; Yinyu Ye . - Heidelberg : Springer International Publishing : Imprint: Springer, 2013 . - X, 336 p : online resource. - (Fields Institute Communications, ISSN 1069-5265; 69) .
ISBN : 978-3-319-00200-2
Idioma : Inglés (eng)
Palabras clave: Mathematics Convex geometry Discrete Operations research Management science Mathematical optimization and Geometry Optimization Research, Science Clasificación: 51 Matemáticas Resumen: Optimization has long been a source of both inspiration and applications for geometers, and conversely, discrete and convex geometry have provided the foundations for many optimization techniques, leading to a rich interplay between these subjects. The purpose of the Workshop on Discrete Geometry, the Conference on Discrete Geometry and Optimization, and the Workshop on Optimization, held in September 2011 at the Fields Institute, Toronto, was to further stimulate the interaction between geometers and optimizers. This volume reflects the interplay between these areas. The inspiring Fejes Tóth Lecture Series, delivered by Thomas Hales of the University of Pittsburgh, exemplified this approach. While these fields have recently witnessed a lot of activity and successes, many questions remain open. For example, Fields medalist Stephen Smale stated that the question of the existence of a strongly polynomial time algorithm for linear optimization is one of the most important unsolved problems at the beginning of the 21st century. The broad range of topics covered in this volume demonstrates the many recent and fruitful connections between different approaches, and features novel results and state-of-the-art surveys as well as open problems Nota de contenido: Preface -- Discrete Geometry in Minkowski Spaces (Alonso, Martini, and Spirova) -- Engineering Branch-and-Cut Algorithms for the Equicut Program (Anjos, Liers, Pardella, and Schmutzer) -- An Approach to the Dodecahedral Conjecture Based on Bounds for Spherical Codes (Anstreicher) -- On Minimal Tilings with Convex Cells Each Containing a Unit Ball (Bezdek) -- On Volumes of Permutation Polytopes (Burggraf, De Loera, and Omar) -- Monotone Paths in Planar Convex Subdivisions and Polytopes (Dumitrescu, Rote, and Toth).- Complexity of the Positive Semidefinite Matrix Completion Problem with a Rank Constraint (Eisenberg-Nagy, Laurent, and Varvitsiotis) -- The Strong Dodecahedral Conjecture and Fejes Toth's Conjecture on Sphere Packings with Kissing Number Twelve (Hales) -- Solving Nuclear Norm Regularized and Semidefinite Matrix Least Squares Problems with Linear Equality Constraints (Jiang, Sun, and Toh) -- Techniques for Submodular Maximization (Lee) -- A Further Generalization of the Colourful Caratheodory theorem (Meunier, Deza) -- Expected Crossing Numbers (Mohar, Stephen) -- EL-Labelings and Canonical Spanning Trees for Subword Complexes (Pilaud, Stump) -- Bandwidth, Vertex Separators, and Eigenvalue Optimization (Rendl, Lisser, and Piacentini) -- Exploiting Symmetries in Polyhedral Computations (Schurmann) -- Conditions for Correct Sensor Network Localization Using SDP Relaxation (Shamsi, Taheri, Zhu, and Ye) -- A Primal-Dual Smooth Perceptron-von Neumann Algorithm (Soheili, Pena) -- Open Problems (Bezdek, Deza, and Ye). En línea: http://dx.doi.org/10.1007/978-3-319-00200-2 Link: https://biblioteca.cunef.edu/gestion/catalogo/index.php?lvl=notice_display&id=32455 Ejemplares
Signatura Medio Ubicación Sub-localización Sección Estado ningún ejemplar
Título : Linear and Nonlinear Programming Tipo de documento: documento electrónico Autores: David G. Luenberger ; SpringerLink (Online service) ; Yinyu Ye Editorial: Boston, MA : Springer US Fecha de publicación: 2008 Colección: International Series in Operations Research & Management Science, ISSN 0884-8289 num. 116 Número de páginas: XIV, 546 p Il.: online resource ISBN/ISSN/DL: 978-0-387-74503-9 Idioma : Inglés (eng) Palabras clave: Mathematics Operations research Decision making Mathematical models optimization Management science Industrial engineering Production Engineering economics economy Research, Science Operation Research/Decision Theory Optimization Modeling and Economics, Organization, Logistics, Marketing Clasificación: 51 Matemáticas Resumen: "Linear and Nonlinear Programming" is considered a classic textbook in Optimization. While it is a classic, it also reflects modern theoretical insights. These insights provide structure to what might otherwise be simply a collection of techniques and results, and this is valuable both as a means for learning existing material and for developing new results. One major insight of this type is the connection between the purely analytical character of an optimization problem, expressed perhaps by properties of the necessary conditions, and the behavior of algorithms used to solve a problem. This was a major theme of the first and second editions. Now the third edition has been completely updated with recent Optimization Methods. Yinyu Ye has written chapters and chapter material on a number of these areas including Interior Point Methods. This book is designed for either self-study by professionals or classroom work at the undergraduate or graduate level for technical students. Like the field of optimization itself, which involves many classical disciplines, the book should be useful to system analysts, operations researchers, numerical analysts, management scientists, and other specialists. Nota de contenido: Linear Programming -- Basic Properties of Linear Programs -- The Simplex Method -- Duality -- Interior-Point Methods -- Transportation and Network Flow Problems -- Unconstrained Problems -- Basic Properties of Solutions and Algorithms -- Basic Descent Methods -- Conjugate Direction Methods -- Quasi-Newton Methods -- Constrained Minimization -- Constrained Minimization Conditions -- Primal Methods -- Penalty and Barrier Methods -- Dual and Cutting Plane Methods -- Primal-Dual Methods En línea: http://dx.doi.org/10.1007/978-0-387-74503-9 Link: https://biblioteca.cunef.edu/gestion/catalogo/index.php?lvl=notice_display&id=34193 Linear and Nonlinear Programming [documento electrónico] / David G. Luenberger ; SpringerLink (Online service) ; Yinyu Ye . - Boston, MA : Springer US, 2008 . - XIV, 546 p : online resource. - (International Series in Operations Research & Management Science, ISSN 0884-8289; 116) .
ISBN : 978-0-387-74503-9
Idioma : Inglés (eng)
Palabras clave: Mathematics Operations research Decision making Mathematical models optimization Management science Industrial engineering Production Engineering economics economy Research, Science Operation Research/Decision Theory Optimization Modeling and Economics, Organization, Logistics, Marketing Clasificación: 51 Matemáticas Resumen: "Linear and Nonlinear Programming" is considered a classic textbook in Optimization. While it is a classic, it also reflects modern theoretical insights. These insights provide structure to what might otherwise be simply a collection of techniques and results, and this is valuable both as a means for learning existing material and for developing new results. One major insight of this type is the connection between the purely analytical character of an optimization problem, expressed perhaps by properties of the necessary conditions, and the behavior of algorithms used to solve a problem. This was a major theme of the first and second editions. Now the third edition has been completely updated with recent Optimization Methods. Yinyu Ye has written chapters and chapter material on a number of these areas including Interior Point Methods. This book is designed for either self-study by professionals or classroom work at the undergraduate or graduate level for technical students. Like the field of optimization itself, which involves many classical disciplines, the book should be useful to system analysts, operations researchers, numerical analysts, management scientists, and other specialists. Nota de contenido: Linear Programming -- Basic Properties of Linear Programs -- The Simplex Method -- Duality -- Interior-Point Methods -- Transportation and Network Flow Problems -- Unconstrained Problems -- Basic Properties of Solutions and Algorithms -- Basic Descent Methods -- Conjugate Direction Methods -- Quasi-Newton Methods -- Constrained Minimization -- Constrained Minimization Conditions -- Primal Methods -- Penalty and Barrier Methods -- Dual and Cutting Plane Methods -- Primal-Dual Methods En línea: http://dx.doi.org/10.1007/978-0-387-74503-9 Link: https://biblioteca.cunef.edu/gestion/catalogo/index.php?lvl=notice_display&id=34193 Ejemplares
Signatura Medio Ubicación Sub-localización Sección Estado ningún ejemplar
Título : Linear and Nonlinear Programming Tipo de documento: documento electrónico Autores: David G. Luenberger ; Yinyu Ye ; SpringerLink (Online service) Editorial: Cham : Springer International Publishing Fecha de publicación: 2016 Otro editor: Imprint: Springer Colección: International Series in Operations Research & Management Science, ISSN 0884-8289 num. 228 Número de páginas: XIII, 546 p. 90 illus Il.: online resource ISBN/ISSN/DL: 978-3-319-18842-3 Idioma : Inglés (eng) Palabras clave: Business Operations research Decision making Mathematical models Management science Engineering economics economy and Operation Research/Decision Theory Research, Science Modeling Industrial Mathematics Economics, Organization, Logistics, Marketing Clasificación: 519.8 Teorías y métodos matemáticos para investigación operativa Resumen: This new edition covers the central concepts of practical optimization techniques, with an emphasis on methods that are both state-of-the-art and popular. Again a connection between the purely analytical character of an optimization problem and the behavior of algorithms used to solve the problem. As in the earlier editions, the material in this fourth edition is organized into three separate parts. Part I is a self-contained introduction to linear programming covering numerical algorithms and many of its important special applications. Part II, which is independent of Part I, covers the theory of unconstrained optimization, including both derivations of the appropriate optimality conditions and an introduction to basic algorithms. Part III extends the concepts developed in the second part to constrained optimization problems. It is possible to go directly into Parts II and III omitting Part I, and, in fact, the book has been used in this way in many universities. Nota de contenido: Introduction -- Part I Linear Programming -- Basic Properties of Linear Programs -- The Simplex Method -- Duality and Complementarity -- Interior-Point Methods -- Conic Linear Programming -- Part II Unconstrained Problems -- Basic Properties of Solutions and Algorithms -- Basic Descent Methods -- Conjugate Direction Methods -- Quasi-Newton Methods -- Part III Constrained Minimization -- Constrained Minimization Conditions -- Primal Methods -- Penalty and Barrier Methods -- Duality and Dual Methods -- Primal-Dual Methods -- Appendix A: Mathematical Review -- Appendix B: Convex Sets -- Appendix C: Gaussian Elimination -- Appendix D: Basic Network Concepts En línea: http://dx.doi.org/10.1007/978-3-319-18842-3 Link: https://biblioteca.cunef.edu/gestion/catalogo/index.php?lvl=notice_display&id=41494 Linear and Nonlinear Programming [documento electrónico] / David G. Luenberger ; Yinyu Ye ; SpringerLink (Online service) . - Cham : Springer International Publishing : Imprint: Springer, 2016 . - XIII, 546 p. 90 illus : online resource. - (International Series in Operations Research & Management Science, ISSN 0884-8289; 228) .
ISBN : 978-3-319-18842-3
Idioma : Inglés (eng)
Palabras clave: Business Operations research Decision making Mathematical models Management science Engineering economics economy and Operation Research/Decision Theory Research, Science Modeling Industrial Mathematics Economics, Organization, Logistics, Marketing Clasificación: 519.8 Teorías y métodos matemáticos para investigación operativa Resumen: This new edition covers the central concepts of practical optimization techniques, with an emphasis on methods that are both state-of-the-art and popular. Again a connection between the purely analytical character of an optimization problem and the behavior of algorithms used to solve the problem. As in the earlier editions, the material in this fourth edition is organized into three separate parts. Part I is a self-contained introduction to linear programming covering numerical algorithms and many of its important special applications. Part II, which is independent of Part I, covers the theory of unconstrained optimization, including both derivations of the appropriate optimality conditions and an introduction to basic algorithms. Part III extends the concepts developed in the second part to constrained optimization problems. It is possible to go directly into Parts II and III omitting Part I, and, in fact, the book has been used in this way in many universities. Nota de contenido: Introduction -- Part I Linear Programming -- Basic Properties of Linear Programs -- The Simplex Method -- Duality and Complementarity -- Interior-Point Methods -- Conic Linear Programming -- Part II Unconstrained Problems -- Basic Properties of Solutions and Algorithms -- Basic Descent Methods -- Conjugate Direction Methods -- Quasi-Newton Methods -- Part III Constrained Minimization -- Constrained Minimization Conditions -- Primal Methods -- Penalty and Barrier Methods -- Duality and Dual Methods -- Primal-Dual Methods -- Appendix A: Mathematical Review -- Appendix B: Convex Sets -- Appendix C: Gaussian Elimination -- Appendix D: Basic Network Concepts En línea: http://dx.doi.org/10.1007/978-3-319-18842-3 Link: https://biblioteca.cunef.edu/gestion/catalogo/index.php?lvl=notice_display&id=41494 Ejemplares
Signatura Medio Ubicación Sub-localización Sección Estado ningún ejemplar Sensors: Theory, Algorithms, and Applications / SpringerLink (Online service) ; Vladimir L. Boginski ; Clayton W. Commander ; Panos M. Pardalos ; Yinyu Ye (2012)
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Título : Sensors: Theory, Algorithms, and Applications Tipo de documento: documento electrónico Autores: SpringerLink (Online service) ; Vladimir L. Boginski ; Clayton W. Commander ; Panos M. Pardalos ; Yinyu Ye Editorial: New York, NY : Springer New York Fecha de publicación: 2012 Colección: Springer Optimization and Its Applications, ISSN 1931-6828 num. 61 Número de páginas: X, 242 p Il.: online resource ISBN/ISSN/DL: 978-0-387-88619-0 Idioma : Inglés (eng) Palabras clave: Mathematics Algorithms Mathematical optimization Electronics Microelectronics Electrical engineering Electronic circuits Optimization Circuits and Systems Communications Engineering, Networks Microelectronics, Instrumentation Clasificación: 51 Matemáticas Resumen: In recent years, technological advances have resulted in the rapid development of a new and exciting research direction – the interdisciplinary use of sensors for data collection, systems analysis, and monitoring. These highly calibrated sensors require precision engineering techniques that play an important role in analyzing and integrating large datasets. Sensor networks in particular represent a very active area of research, including work on problems such as sensor network localization and network design. Application areas for sensors and sensor networks include environmental monitoring, military surveillance, computational neuroscience, seismic detection, and a great deal more. The fundamental problems of utilizing the collected data for efficient system operation and decision making encompasses multiple research areas, including applied mathematics, optimization, signal/image processing, as well as emerging areas that require interdisciplinary techniques from several fields of research. Sensors: Theory, Algorithms, and Applications brings together recent developments from researchers representing various fields from engineering, mathematics, and computer science, along with application areas of biomedicine, transportation, and military systems. This volume is ideal for scientists, practitioners, and graduate students who are interested in the knowledge, ideas, and techniques involved in state-of-the-art sensor research Nota de contenido: Preface -- On Enhancing Fault Tolerance of Virtual Backbone in a Wireless Sensor Network with Unidirectional Links (R. Tiwari, M.T. Thai) -- Constrained Node Placement and Assignment in Mobile Backbone Networks (E.M. Craparo) -- Canonical Dual Solutions to Sum of Fourth-Order Polynomials Minimization Problems with Applications to Sensor Network Localization (D.Y. Gao, N. Ruan, P.M. Pardalos) -- Optimal Estimation of Multidimensional Data with Limited Measurements (W. MacKunis, J. W. Curtis, P.E.K. Berg-Yuen) -- Informational Patterns in Discrete-Time Linear-Quadratic Dynamic Games (M. Pachter, K.D. Pham) -- The Design of Dynamical Inquiring Systems: A Certainty Equivalent Formalization (L. Di Giacomo, G. Patrizi) -- Sensors in Transportation and Logistics Networks (C. Vogiatzis) -- Study of Mobile Mixed Sensing Networks in an Automotive Context (A. Chakravarthy, K. Song, J. Peraire, E. Feron) -- Navigation in Difficult Environments: Multi-Sensor Fusion Techniques (A. Soloviev, M. M. Miller) -- A Spectral Clustering Approach for Modeling Connectivity Patterns in Electroencephalogram Sensor Networks (P. Xanthopoulos, A. Arulselvan, P. M. Pardalos.) En línea: http://dx.doi.org/10.1007/978-0-387-88619-0 Link: https://biblioteca.cunef.edu/gestion/catalogo/index.php?lvl=notice_display&id=32663 Sensors: Theory, Algorithms, and Applications [documento electrónico] / SpringerLink (Online service) ; Vladimir L. Boginski ; Clayton W. Commander ; Panos M. Pardalos ; Yinyu Ye . - New York, NY : Springer New York, 2012 . - X, 242 p : online resource. - (Springer Optimization and Its Applications, ISSN 1931-6828; 61) .
ISBN : 978-0-387-88619-0
Idioma : Inglés (eng)
Palabras clave: Mathematics Algorithms Mathematical optimization Electronics Microelectronics Electrical engineering Electronic circuits Optimization Circuits and Systems Communications Engineering, Networks Microelectronics, Instrumentation Clasificación: 51 Matemáticas Resumen: In recent years, technological advances have resulted in the rapid development of a new and exciting research direction – the interdisciplinary use of sensors for data collection, systems analysis, and monitoring. These highly calibrated sensors require precision engineering techniques that play an important role in analyzing and integrating large datasets. Sensor networks in particular represent a very active area of research, including work on problems such as sensor network localization and network design. Application areas for sensors and sensor networks include environmental monitoring, military surveillance, computational neuroscience, seismic detection, and a great deal more. The fundamental problems of utilizing the collected data for efficient system operation and decision making encompasses multiple research areas, including applied mathematics, optimization, signal/image processing, as well as emerging areas that require interdisciplinary techniques from several fields of research. Sensors: Theory, Algorithms, and Applications brings together recent developments from researchers representing various fields from engineering, mathematics, and computer science, along with application areas of biomedicine, transportation, and military systems. This volume is ideal for scientists, practitioners, and graduate students who are interested in the knowledge, ideas, and techniques involved in state-of-the-art sensor research Nota de contenido: Preface -- On Enhancing Fault Tolerance of Virtual Backbone in a Wireless Sensor Network with Unidirectional Links (R. Tiwari, M.T. Thai) -- Constrained Node Placement and Assignment in Mobile Backbone Networks (E.M. Craparo) -- Canonical Dual Solutions to Sum of Fourth-Order Polynomials Minimization Problems with Applications to Sensor Network Localization (D.Y. Gao, N. Ruan, P.M. Pardalos) -- Optimal Estimation of Multidimensional Data with Limited Measurements (W. MacKunis, J. W. Curtis, P.E.K. Berg-Yuen) -- Informational Patterns in Discrete-Time Linear-Quadratic Dynamic Games (M. Pachter, K.D. Pham) -- The Design of Dynamical Inquiring Systems: A Certainty Equivalent Formalization (L. Di Giacomo, G. Patrizi) -- Sensors in Transportation and Logistics Networks (C. Vogiatzis) -- Study of Mobile Mixed Sensing Networks in an Automotive Context (A. Chakravarthy, K. Song, J. Peraire, E. Feron) -- Navigation in Difficult Environments: Multi-Sensor Fusion Techniques (A. Soloviev, M. M. Miller) -- A Spectral Clustering Approach for Modeling Connectivity Patterns in Electroencephalogram Sensor Networks (P. Xanthopoulos, A. Arulselvan, P. M. Pardalos.) En línea: http://dx.doi.org/10.1007/978-0-387-88619-0 Link: https://biblioteca.cunef.edu/gestion/catalogo/index.php?lvl=notice_display&id=32663 Ejemplares
Signatura Medio Ubicación Sub-localización Sección Estado ningún ejemplar A Unified Framework for Dynamic Prediction Market Design / Shipra Agrawal en Operations research, Vol. 59, Núm. 3 (May-Jun 2011)
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