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» A Mean-Variance Optimization algorithm
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CDC
2008
IEEE
15 years 11 months ago
A monotonic algorithm for the optimal control of the Fokker-Planck equation
— Motivated by some crowd motion models in the presence of noise, we consider an optimal control problem governed by the Fokker-Planck equation. We sketch optimality conditions b...
Guillaume Carlier, Julien Salomon
ISNN
2007
Springer
15 years 11 months ago
Neural Networks Training with Optimal Bounded Ellipsoid Algorithm
Abstract. Compared to normal learning algorithms, for example backpropagation, the optimal bounded ellipsoid (OBE) algorithm has some better properties, such as faster convergence,...
José de Jesús Rubio, Wen Yu
IPCO
2004
144views Optimization» more  IPCO 2004»
15 years 6 months ago
Hedging Uncertainty: Approximation Algorithms for Stochastic Optimization Problems
Abstract. We study two-stage, finite-scenario stochastic versions of several combinatorial optimization problems, and provide nearly tight approximation algorithms for them. Our pr...
R. Ravi, Amitabh Sinha
CIKM
2010
Springer
15 years 2 months ago
A unified optimization framework for robust pseudo-relevance feedback algorithms
We present a flexible new optimization framework for finding effective, reliable pseudo-relevance feedback models that unifies existing complementary approaches in a principled wa...
Joshua V. Dillon, Kevyn Collins-Thompson
INFOCOM
2006
IEEE
15 years 10 months ago
Optimal Scheduling Algorithms for Input-Queued Switches
— The input-queued switch architecture is widely used in Internet routers, due to its ability to run at very high line speeds. A central problem in designing an input-queued swit...
Devavrat Shah, Damon Wischik