MP
2006
13 years 4 months ago
2006
Determining if a solution is optimal or near optimal is fundamental in optimization theory, algorithms, and computation. For instance, Karush-Kuhn-Tucker conditions provide necessa...
WSC
2007
13 years 7 months ago
2007
We develop a sequential sampling procedure for solving a class of stochastic programs. A sequence of feasible solutions, with at least one optimal limit point, is given as input t...
CDC
2009
IEEE
13 years 9 months ago
2009
IEEE
— We present a near-optimal deterministic filter for systems that evolve on the unit circle. Unlike suboptimal filtering algorithms that rely on approximations of the system, t...