Ioannis G. Akrotirianakis Given the inability to foresee all possible scenarios, it is justified to desire an efficient trust-region subproblem solver capable of delivering any desired level of accuracy on demand; that is, the accuracy obtainable for a given trust-region subproblem should not be partially dependent on the problem itself. Current state-of-the-art iterative eigensolvers all fall into the … Read more
This paper addresses the manufacturing and distribution of short-lived radio-pharmaceuticals which are mainly used in diagnostic imaging studies. We develop a mixed integer nonlinear optimization model that is flexible enough to capture the complex underlying nuclear physics of the production process of fludeoxyglucose (FDG), which is widely used in oncology and cardiology, as well as … Read more
It is widely recognized that early diagnosis of most types of cancers can increase the chances of full recovery or substantially prolong the life of patients. Positron Emission Tomography (PET) has become the standard way to diagnose many types of cancers by generating high quality images of the affected organs. In order to create an … Read more
We consider the problem of measuring risk of a portfolio com- prising loans, bonds, and financial instruments, which is caused by possible default of its obligors. Specifically, we are interested in esti- mating probability that a portfolio incurs large loss over a fixed time horizon. One crucial concern of such problem is how to measure … Read more
We consider classification tasks in the regime of scarce labeled training data in high dimensional feature space, where specific expert knowledge is also available. We propose a new hybrid optimization algorithm that solves the elastic-net support vector machine (SVM) through an alternating direction method of multipliers in the first phase, followed by an interior-point method … Read more
In this paper we have addressed the problem of unboundedness in the search direction when the Hessian is indefinite or near singular. A new algorithm has been proposed which naturally handles singular Hessian matrices, and is theoretically equivalent to the trust-region approach. This is accomplished by performing explicit matrix modifications adaptively that mimic the implicit … Read more