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AUTOMATICA
2004
113views more  AUTOMATICA 2004»
13 years 5 months ago
Ellipsoidal bounds for uncertain linear equations and dynamical systems
In this paper, we discuss semidefinite relaxation techniques for computing minimal size ellipsoids that bound the solution set of a system of uncertain linear equations. The propo...
Giuseppe Carlo Calafiore, Laurent El Ghaoui
COLT
2008
Springer
13 years 7 months ago
Competing in the Dark: An Efficient Algorithm for Bandit Linear Optimization
We introduce an efficient algorithm for the problem of online linear optimization in the bandit setting which achieves the optimal O ( T) regret. The setting is a natural general...
Jacob Abernethy, Elad Hazan, Alexander Rakhlin
MP
2008
99views more  MP 2008»
13 years 5 months ago
Efficient robust optimization for robust control with constraints
This paper proposes an efficient computational technique for the optimal control of linear discrete-time systems subject to bounded disturbances with mixed polytopic constraints o...
Paul J. Goulart, Eric C. Kerrigan, Daniel Ralph
MP
2002
85views more  MP 2002»
13 years 5 months ago
Generalized Goal Programming: polynomial methods and applications
In this paper we address a general Goal Programming problem with linear objectives, convex constraints, and an arbitrary componentwise nondecreasing norm to aggregate deviations w...
Emilio Carrizosa, Jörg Fliege
EOR
2008
103views more  EOR 2008»
13 years 5 months ago
New complexity analysis of IIPMs for linear optimization based on a specific self-regular function
Primal-dual Interior-Point Methods (IPMs) have shown their ability in solving large classes of optimization problems efficiently. Feasible IPMs require a strictly feasible startin...
Maziar Salahi, M. Reza Peyghami, Tamás Terl...