The use of Grossone in Mathematical Programming and Operations Research

The concepts of infinity and infinitesimal in mathematics date back to anciens Greek and have always attracted great attention. Very recently, a new methodology has been proposed by Sergeyev for performing calculations with infinite and infinitesimal quantities, by introducing an infinite unit of measure expressed by the numeral grossone. An important characteristic of this novel approach is its attention to numerical aspects. In this paper we will present some possible applications and use of grossone in Operations Research and Mathematical Programming. In particular, we will show how the use of grossone can be beneficial in anti--cycling procedure for the well-known simplex method for solving Linear Programming Problems and in defining exact differentiable Penalty Functions in Nonlinear Programming

Support Vector Machine for Robust Regression

Support Vector Machines (SVMs) are a group of supervised learning machines introduced by Vladimir Vapnik in 1963, and became popular only some year ago, for pattern classification and regression problem. The theory of the SVM algorithm is based on statistical learning theory. After a brief overview of the basic ideas underlying Support Vector Machine for Robust Regression, we propose a robust method for feature selection and we will show some computational results

Electric Load Forecasting: An experimental Comparison

Electric Load Forecasting is a very important problem considering the deregulation of the energy market and the German "Energiewende". Various models are appplied ranging from time series model to support vetor machine. In this paper we will report first results from an experimenatl comparison of selected approaches