A Polynomial Optimization Approach to Constant Rebalanced Portfolio Selection

We address the multi-period portfolio optimization problem with the constant rebalancing strategy. This problem is formulated as a polynomial optimization problem (POP) by using a mean-variance criterion. In order to solve the POPs of high degree, we develop a cutting-plane algorithm based on semidefinite programming. Our algorithm can solve problems that can not be handled by any of known polynomial optimization solvers.Multi-period portfolio optimization;Polynomial optimization problem;Constant rebalancing;Semidefinite programming;Mean-variance criterion

Multiple frustration-induced plateaus in a magnetization process of the mixed spin-1/2 and spin-3/2 Ising-Heisenberg diamond chain

Magnetization process of the mixed spin-1/2 and spin-3/2 Ising-Heisenberg diamond chain is examined by combining three exact analytical techniques: Kambe projection method, decoration-iteration transformation and transfer-matrix method. Multiple frustration-induced plateaus in a magnetization process of this geometrically frustrated system are found provided that a relative ratio between the antiferromagnetic Heisenberg- and Ising-type interactions exceeds some particular value. By contrast, there is just a single magnetization plateau if the frustrating Heisenberg interaction is sufficiently small compared to the Ising one.Comment: 4 pages, 1 figure, presented at International Conference on Highly Frustrated Magnetism (HFM 2008), 7-12 September, 2008, Braunschweig, Germany, to be published in Journal of Physics: Conference Serie

Measurement schemes for the spin quadratures on an ensemble of atoms

We consider how to measure collective spin states of an atomic ensemble based on the recent multi-pass approaches for quantum interface between light and atoms. We find that a scheme with two passages of a light pulse through the atomic ensemble is efficient to implement the homodyne tomography of the spin state. Thereby, we propose to utilize optical pulses as a phase-shifter that rotates the quadrature of the spins. This method substantially simplifies the geometry of experimental schemes.Comment: 4pages 2 figure

Documentation of the GLAS fourth order general circulation model. Volume 1: Model documentation

The volume 1, of a 3 volume technical memoranda which contains a documentation of the GLAS Fourth Order General Circulation Model is presented. Volume 1 contains the documentation, description of the stratospheric/tropospheric extension, user's guide, climatological boundary data, and some climate simulation studies