In this paper, the discrete mean-variance model is considered for portfolio selection under concave transaction costs. By using the Cholesky decomposition technique, the convariance matrix to obtain a separable mixed ...In this paper, the discrete mean-variance model is considered for portfolio selection under concave transaction costs. By using the Cholesky decomposition technique, the convariance matrix to obtain a separable mixed integer nonlinear optimization problem is decomposed. A brand-and-bound algorithm based on Lagrangian relaxation is then proposed. Computational results are reported for test problems with the data randomly generated and those from the US stock market.展开更多
Mobile anchors are widely used for localization in WSNs.However,special properties over 3D terrains limit the implementation of them.In this paper,a novel 3D localization algorithm is proposed,called 3 DT-PP,which uti...Mobile anchors are widely used for localization in WSNs.However,special properties over 3D terrains limit the implementation of them.In this paper,a novel 3D localization algorithm is proposed,called 3 DT-PP,which utilizes path planning of mobile anchors over complex 3 D terrains,and simulations based upon the model of mountain surface network are conducted.The simulation results show that the algorithm decreases the position error by about 91%,8.7%and lowers calculation overhead by about 75%,1.3%,than the typical state-of-the-art localization algorithm(i.e.,'MDS-MAP','Landscape-3D').Thus,our algorithm is more potential in practical WSNs which are the characteristic of limited energy and 3D deployment.展开更多
基金supported by the National Natural Science Foundation of China (Grant Nos.70671064,70518001)
文摘In this paper, the discrete mean-variance model is considered for portfolio selection under concave transaction costs. By using the Cholesky decomposition technique, the convariance matrix to obtain a separable mixed integer nonlinear optimization problem is decomposed. A brand-and-bound algorithm based on Lagrangian relaxation is then proposed. Computational results are reported for test problems with the data randomly generated and those from the US stock market.
基金Supported by the Important National Science and Technology Specific Project of China(No.20112X03002-002-03)the National NatureScience Foundation of China(No.61133016,61163066)
文摘Mobile anchors are widely used for localization in WSNs.However,special properties over 3D terrains limit the implementation of them.In this paper,a novel 3D localization algorithm is proposed,called 3 DT-PP,which utilizes path planning of mobile anchors over complex 3 D terrains,and simulations based upon the model of mountain surface network are conducted.The simulation results show that the algorithm decreases the position error by about 91%,8.7%and lowers calculation overhead by about 75%,1.3%,than the typical state-of-the-art localization algorithm(i.e.,'MDS-MAP','Landscape-3D').Thus,our algorithm is more potential in practical WSNs which are the characteristic of limited energy and 3D deployment.
