Essays about: "mathematical programming"

Showing result 1 - 5 of 106 essays containing the words mathematical programming.

  1. 1. Portfolio Optimization Problems with Cardinality Constraints

    University essay from KTH/Skolan för teknikvetenskap (SCI)

    Author : Abolgasem Esmaeily; Felix Loge; [2023]
    Keywords : Portfolio Optimization; Modern Portfolio Theory MPT • Mixed Integer Programming MIP ; Efficient Frontier; Cardinality Constraints; Daily Returns; Expected Returns; Asset Allocation; Diversification;

    Abstract : This thesis analyzes the mean variance optimization problem with respect to cardinalityconstraints. The aim of this thesis is to figure out how much of an impact transactionchanges has on the profit and risk of a portfolio. We solve the problem by implementingmixed integer programming (MIP) and solving the problem by using the Gurobi solver. READ MORE

  3. 2. Ray-tracing Based Investigations on the Deployment of RISs in Indoor Scenarios

    University essay from Lunds universitet/Institutionen för elektro- och informationsteknik

    Author : Swaroop Divya Sai Prem Nambala; Dexin Kong; [2023]
    Keywords : Reconfigurable intelligent surface; RIS; optimization; Ray-tracing; Mixed integer linear programming MILP ; Complex impulse response; Wireless Insite.; Technology and Engineering;

    Abstract : Reconfigurable intelligence surface (RIS) is a promising candidate technology for future 6G wireless communication systems. In existing communication systems, the network operators are unable to control the propagation environment, which causes significant limitations on communication performance. READ MORE

  4. 3. Comparison of two mixed integer solvers with real world data from combinatorial auctions

    University essay from Uppsala universitet/Institutionen för informationsteknologi

    Author : Kristoffer Norrman; [2023]
    Keywords : ;

    Abstract : Coupa is a software company specialising in Business Spending Management, BSM. In the Uppsala office they utilise MIP solvers to help their clients lower sourcing outlays by translating sourcing auc- tions into MIP problems [1] [2]. READ MORE

  5. 4. Electrification of marinas forcharging of electric recreationalboats : case study of Stockholm

    University essay from KTH/Skolan för industriell teknik och management (ITM)

    Author : Damilare Oyediran; [2023]
    Keywords : fast chargers; slow chargers; electric boats; optimization; techno-economic analysis; snabbladdare; långsamma laddare; elbåtar; optimering; teknisk-ekonomisk analys;

    Abstract : Decarbonization of the marine transportation sector is contributing to the growth of electric recreational boats. The growth of electric recreational boats also means an increase in charging demand to meet the power needs of electric boats to address the problem of range anxiety. READ MORE

  6. 5. Method of finding the minimum number of sources of indicators of compromise to cover the maximum set

    University essay from Blekinge Tekniska Högskola/Institutionen för datavetenskap

    Author : Kateryna Sydorenko; [2023]
    Keywords : Indicator of Compromise; Set Cover Problem; Maximum Coverage; Open Threat Exchange;

    Abstract : Background. With the increasing demand for cybersecurity, there is a growing interest in understanding cyber-attack surfaces and vectors. READ MORE