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Monthly Archives: March 2009

Cyclic Hilbert Spaces

Florin RĂDULESCU Universita Roma “Tor Vergata” Institute of Mathematics, Romanian Academy Dedicated to Professor Andrei Neculai to his 60th birthday Abstract: We analyse in this paper a concept related to the Connes Embedding Problem [Co]. A type II algebra is an algebra with a trace, and CEP requires for the …

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Pattern Separation and Prediction via Linear and Semidefinite Programming

Xing LIU NewDay Financial LLC 8171 Maple Lawn Blvd, Suite 300 Fulton, MD 20759, USA Florian A. POTRA Department of Mathematics and Statistics University of Maryland Baltimore County, 1000 Hilltop Circle, Baltimore, MD 22150, USA Abstract: We present several optimization methods for separating two sets of points in the n-dimensional …

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Asset Allocation Models in Discrete Variable

Marius RĂDULESCU1, Constanţa Zoie RĂDULESCU2, Gheorghiţă ZBĂGANU3 1 Institute of Mathematical Statistics and Applied Mathematics Casa Academiei Romane, 13, Calea 13 Septembrie, 050711 Bucharest 5, Romania mradulescu@csm.ro [/one_half] Dedicated to the 60th anniversary of Professor Dr. N. Andrei Abstract: In the classical portfolio selection theory the value of the assets …

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Optimal Control of a Finite-Element Limited-Area Shallow-Water Equations Model

Xiao CHEN Department of Mathematics Florida State University, Tallahassee, Florida I. M. NAVON Department of Scientific Computing Florida State University, Tallahassee, Florida Abstract: Optimal control of a finite element limited-area shallow water equations model is explored with a view to applying variational data assimilation(VDA) by obtaining the minimum of a …

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Sparse Matrix Techniques in Scientific Computing

Aurelian NICOLA, Constantin POPA Ovidius University Blvd. Mamaia 124, 900527 Constanta, Romania {anicola, cpopa}@univ-ovidius.ro Abstract: Although the most important and relevant part of the scientific activity of Dr. Neculai Andrei is related to the design of efficient algorithms and software products for optimization problems, his first book, written in 1983 …

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Optimization of a Constrained Quadratic Function

Charles HAMAKER Department of Mathematics and Computer Science PO Box 3517 Saint Mary’s College of California, Moraga, CA,94575 chamaker@stmarys-ca.edu Dedicated on the occasion of his 60th birthday to Neculai Andrei in appreciation of a lifetime of contributions to mathematics, as a productive researcher, an author of valuable texts and software, …

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A Framework for Chemical Plant Safety Assessment under Uncertainty

Xiaoyan ZENG, Mihai ANIŢESCU Mathematics and Computer Science Division, Argonne National Laboratory 9700 South Cass Avenue, Building 221, Argonne, IL 60439-4844, U.S.A Candido PEREIRA, Monica REGALBUTO Chemical Sciences and Engineering Division, Argonne National Laboratory 9700 South Cass Avenue, Building 205, Argonne, IL 60439-4837, U.S.A Mihai Aniţescu dedicates his work on …

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