Supporting pruning in tabled LP

This paper analyzes issues which appear when supporting pruning operators in tabled LP. A version of the once/1 control predicate tailored for tabled predicates is presented, and an implementation analyzed and evaluated. Using once/1 with answer-on-demand strategies makes it possible to avoid computing unneeded solutions for problems which can benefit from tabled LP but in which only a single solution is needed, such as model checking and planning. The proposed version of once/1 is also directly applicable to the efficient implementation of other optimizations, such as early completion, cut-fail loops (to, e.g., prune at the top level), if-then-else, and constraint-based branch-and-bound optimization. Although once/1 still presents open issues such as dependencies of tabled solutions on program history, our experimental evaluation confirms that it provides an arbitrarily large efficiency improvement in several application areas.

CB-norm estimates for maps between noncommutative Lp-spaces and quantum channel theory.

In the first part of this work, we show how certain techniques from quantum information theory can be used in order to obtain very sharp embeddings between noncommutative Lp-spaces. Then, we use these estimates to study the classical capacity with restricted assisted entanglement of the quantum erasure channel and the quantum depolarizing channel. In particular, we exactly compute the capacity of the first one and we show that certain nonmultiplicative results hold for the second one.

İnkılâp /

At head of title: Enver ve Niyazi beylere.

A practical guide to LP-gas utilization; LP-gas service & installation handbook.

Mode of access: Internet.

Operator's manual : drilling system, well, rotary, truck mounted, air transportable, 600 feet capacity : model LP-12, NSN 3820-01-246-4276.

Includes index.

Operator, organizational, field, and depot maintenance manual : compressor reciprocating, air; 5 CFM; 175 psi; hand truck mounted; gasoline driven (Champion pneumatic model LP-512-ENG) less engine, FSN 4310-861-9820, receiver mounted; electric driven (Champion pneumatic model OEH-34-60-ENG-1), FSN 4310-861-9823.

"January 1963."

Organizational maintenance repair parts and special tools list : compressor, reciprocating, air, 5 CFM, 175 psi, hand truck mounted, gasoline driven (Champion pneumatic model LP-512-ENG 1) less engine, FSN 4310-079-6290 ... FSN 4310-075-3310.

"May 1969."

TRAC-PF1 MOD1 post test calculations of the OECD LOFT experiment LP-SB-1 /

Mode of access: Internet.

TRAC-PF1/MOD1 post-test calculations of the OECD LOFT experiment LP-SB-3 /

Mode of access: Internet.

LP → LQ - Estimates for the Fractional Acoustic Potentials and some Related Operators

Mathematics Subject Classification: 47B38, 31B10, 42B20, 42B15.

An Lp − Lq - Version of Morgan's Theorem Associated with Partial Differential Operators

2000 Mathematics Subject Classification: 42B10, 43A32.

Properties of Lp (K)-Solutions of Linear Nonhomogeneous Impulsive Differential Equations with Unbounded Linear Operator

Sufficient conditions for the existence of Lp(k)-solutions of linear nonhomogeneous impulsive differential equations with unbounded linear operator are found. An example of the theory of the linear nonhomogeneous partial impulsive differential equations of parabolic type is given.

Lp Microlocal Properties for Multi-Quasi-Elliptic Pseudodifferential Operators

2010 Mathematics Subject Classification: Primary 35S05; Secondary 35A17.

On the Lp-Norm Regression Models for Estimating Value-at-Risk

Analysis of risk measures associated with price series data movements and its predictions are of strategic importance in the financial markets as well as to policy makers in particular for short- and longterm planning for setting up economic growth targets. For example, oilprice risk-management focuses primarily on when and how an organization can best prevent the costly exposure to price risk. Value-at-Risk (VaR) is the commonly practised instrument to measure risk and is evaluated by analysing the negative/positive tail of the probability distributions of the returns (profit or loss). In modelling applications, least-squares estimation (LSE)-based linear regression models are often employed for modeling and analyzing correlated data. These linear models are optimal and perform relatively well under conditions such as errors following normal or approximately normal distributions, being free of large size outliers and satisfying the Gauss-Markov assumptions. However, often in practical situations, the LSE-based linear regression models fail to provide optimal results, for instance, in non-Gaussian situations especially when the errors follow distributions with fat tails and error terms possess a finite variance. This is the situation in case of risk analysis which involves analyzing tail distributions. Thus, applications of the LSE-based regression models may be questioned for appropriateness and may have limited applicability. We have carried out the risk analysis of Iranian crude oil price data based on the Lp-norm regression models and have noted that the LSE-based models do not always perform the best. We discuss results from the L1, L2 and L∞-norm based linear regression models. ACM Computing Classification System (1998): B.1.2, F.1.3, F.2.3, G.3, J.2.