Hit-and-run algorithms for the indentification of nonredundant linear inequalities

Two probabilistic hit-and-run algorithms are presented to detect nonredundant constraints in a full dimensional system of linear inequalities. The algorithms proceed by generating a random sequence of interior points whose limiting distribution is uniform, and by searching for a nonredundant constraint in the direction of a random vector from each point in the sequence. In the hypersphere directions algorithm tile direction vector is drawn from a uniform distribution on a hypersphere. In tile computalionalb superior coordinate directions algorithm a search is carried out along one of the coordinate vectors. The algorithms are terminated through the use of a Bayesian stopping rule. Computational experience with the algorithms and the stopping rule will be reported

Intergenerationele solidariteit en individualiteit in de tweede pensioenpijler: een scenario-analyse

Political Scienc

Pure adaptive search in monte carlo optimization

Pure adaptive search constructs a sequence of points uniformly distributed within a corresponding sequence of nested regions of the feasible space. At any stage, the next point in the sequence is chosen uniformly distributed over the region of feasible space containing all points that are equal or superior in value to the previous points in the sequence. We show that for convex programs the number of iterations required to achieve a given accuracy of solution increases at most linearly in the dimension of the problem. This compares to exponential growth in iterations required for pure random search.Peer Reviewedhttp://deepblue.lib.umich.edu/bitstream/2027.42/47920/1/10107_2005_Article_BF01582296.pd

Asset/liability management: de indexeringsafspraken

Artículo 1°: Constituir un Tribunal de Ética con facultades suficientes para: a) Analizar si hay lugar a la formación de causa y determinar si los hechos constituyen o no una violación al Código de Ética. b) Analizar la imputación formulada al miembro de la comunidad universitaria. c) Oír a quien resulte responsable, en principio, de los hechos imputados. d) Tomar las declaraciones que estime conveniente y utilizar medios de prueba que considere necesarios, asegurando el derecho a defensa. e) Aconsejar, en caso que corresponda, la o las sanciones que proceda aplicar