Browsing Theses by Subject "mathematical programming"
Now showing items 1-3 of 3
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Error Bounds and Singularity Degree in Semidefinite Programming
(University of Waterloo, 2020-01-24)An important process in optimization is to determine the quality of a proposed solution. This usually entails calculation of the distance of a proposed solution to the optimal set and is referred to as forward error. ... -
Inverse Problems in Portfolio Selection: Scenario Optimization Framework
(University of Waterloo, 2011-10-27)A number of researchers have proposed several Bayesian methods for portfolio selection, which combine statistical information from financial time series with the prior beliefs of the portfolio manager, in an attempt to ... -
Sustainable Convergence of Electricity and Transport Sectors in the Context of Integrated Energy Systems
(University of Waterloo, 2010-05-06)Transportation is one of the sectors that directly touches the major challenges that energy utilities are faced with, namely, the significant increase in energy demand and environmental issues. In view of these concerns ...