Braunschweig University of Technology
In this paper we consider a generalization of the Markowitz's Mean-Variance model under linear transaction costs and cardinality constraints. The cardinality constraints are used to limit the number of assets in the optimal portfolio. The generalized model is formulated as a mixed integer quadratic programming (MIP) problem. The purpose of this paper is to investigate a continuous approach based on difference of convex functions (DC) programming for solving the MIP model. The preliminary comparative results of the proposed approach versus CPLEX are presented.
The term Model-Driven Engineering (MDE) is typically used to describe software development approaches in which abstract models of software systems are created and systematically transformed to concrete implementations. In this paper we give an overview of current research in MDE and discuss some of the major challenges that must be tackled in order to realize the MDE vision of software development. We argue that full realizations of the MDE vision may not be possible in the near to medium-term primarily because of the wicked problems involved. On the other hand, attempting to realize the vision will provide insights that can be used to significantly reduce the gap between evolving software complexity and the technologies used to manage complexity.
We present a new framework for the crucial challenge of self-organization of a large sensor network. The basic scenario can be described as follows: Given a large swarm of immobile sensor nodes that have been scattered in a polygonal region, such as a street network. Nodes have no knowledge of size or shape of the environment or the position of other nodes. Moreover, they have no way of measuring coordinates, geometric distances to other nodes, or their direction. Their only way of interacting with other nodes is to send or to receive messages from any node that is within communication range. The objective is to develop algorithms and protocols that allow self-organization of the swarm into large-scale structures that reflect the structure of the street network, setting the stage for global routing, tracking and guiding algorithms.
The (axis-parallel) stabbing number of a given set of line segments is the maximum number of segments that can be intersected by any one (axis-parallel) line. This paper deals with finding perfect matchings, spanning trees, or triangulations of minimum stabbing number for a given set of points. The complexity of these problems has been a long-standing open question; in fact, it is one of the original 30 outstanding open problems in computational geometry on the list by Demaine, Mitchell, and O'Rourke. The answer we provide is negative for a number of minimum stabbing problems by showing them NP-hard by means of a general proof technique. It implies non-trivial lower bounds on the approximability. On the positive side we propose a cut-based integer programming formulation for minimizing the stabbing number of matchings and spanning trees. We obtain lower bounds (in polynomial time) from the corresponding linear programming relaxations, and show that an optimal fractional solution always contains an edge of at least constant weight. This result constitutes a crucial step towards a constant-factor approximation via an iterated rounding scheme. In computational experiments we demonstrate that our approach allows for actually solving problems with up to several hundred points optimally or near-optimally.
An isotype heterojunction n+-ZnO/n-Si photodetector is developed, demonstrating wavelength-selective or broadband operation, depending on the applied bias voltage. Additionally, at self-powered (zero bias) operation, it distinguishes between UV, visible, and near IR (NIR) photons by polarity control of the photocurrent. The photodetector is developed by atomic layer deposition (ALD) of ZnO on n-Si, followed by electric contact deposition and annealing. Photoluminescence measurements reveal high optical quality and improved crystallinity of annealed ZnO on silicon. Photocurrent measurements as a function of illumination wavelength and bias voltage show small negative values in the UV-visible spectral range at zero and positive bias voltage and high positive values in the NIR spectral range. For these measurements, we consider the electric contact to ZnO as the anode and the electric contact to silicon as the cathode. At negative bias voltage, the device shows broadband operation with high photocurrent values across the UV-vis-NIR.
We consider a facility location problem, where the objective is to ``disperse'' a number of facilities, i.e., select a given number k of locations from a discrete set of n candidates, such that the average distance between selected locations is maximized. In particular, we present algorithmic results for the case where vertices are represented by points in d-dimensional space, and edge weights correspond to rectilinear distances. Problems of this type have been considered before, with the best result being an approximation algorithm with performance ratio 2. For the case where k is fixed, we establish a linear-time algorithm that finds an optimal solution. For the case where k is part of the input, we present a polynomial-time approximation scheme.
We describe a new approach for dealing with the following central problem in the self-organization of a geometric sensor network: Given a polygonal region R, and a large, dense set of sensor nodes that are scattered uniformly at random in R. There is no central control unit, and nodes can only communicate locally by wireless radio to all other nodes that are within communication radius r, without knowing their coordinates or distances to other nodes. The objective is to develop a simple distributed protocol that allows nodes to identify themselves as being located near the boundary of R and form connected pieces of the boundary. We give a comparison of several centrality measures commonly used in the analysis of social networks and show that restricted stress centrality is particularly suited for geometric networks; we provide mathematical as well as experimental evidence for the quality of this measure.
We describe algorithmic results for two crucial aspects of allocating resources on computational hardware devices with partial reconfigurability. By using methods from the field of computational geometry, we derive a method that allows correct maintainance of free and occupied space of a set of n rectangular modules in optimal time Theta(n log n); previous approaches needed a time of O(n^2) for correct results and O(n) for heuristic results. We also show that finding an optimal feasible communication-conscious placement (which minimizes the total weighted Manhattan distance between the new module and existing demand points) can be computed in Theta(n log n). Both resulting algorithms are practically easy to implement and show convincing experimental behavior.
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