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» Distributionally Robust Optimization and Its Tractable Appro...
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MP
2006
73views more  MP 2006»
13 years 4 months ago
Tractable Approximations to Robust Conic Optimization Problems
Dimitris Bertsimas, Melvyn Sim
MANSCI
2008
122views more  MANSCI 2008»
13 years 4 months ago
Incorporating Asymmetric Distributional Information in Robust Value-at-Risk Optimization
Value-at-Risk (VaR) is one of the most widely accepted risk measures in the financial and insurance industries, yet efficient optimization of VaR remains a very difficult problem....
Karthik Natarajan, Dessislava Pachamanova, Melvyn ...
HPCA
2008
IEEE
14 years 5 months ago
Roughness of microarchitectural design topologies and its implications for optimization
Recent advances in statistical inference and machine learning close the divide between simulation and classical optimization, thereby enabling more rigorous and robust microarchit...
Benjamin C. Lee, David M. Brooks
GECCO
2009
Springer
13 years 11 months ago
Optimal robust expensive optimization is tractable
Following a number of recent papers investigating the possibility of optimal comparison-based optimization algorithms for a given distribution of probability on fitness functions...
Philippe Rolet, Michèle Sebag, Olivier Teyt...