16088 search results - page 53 / 3218 » A Mean-Variance Optimization algorithm |
CEC
2009
IEEE
15 years 7 months ago
2009
IEEE
— Many real-world problems are dynamic, requiring an optimization algorithm which is able to continuously track a changing optimum over time. In this paper, we present a stigmerg...
101
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COLT
2008
Springer
15 years 2 months ago
2008
Springer
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...
66
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STOC
2007
ACM
16 years 1 months ago
2007
ACM
91
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STOC
2001
ACM
16 years 1 months ago
2001
ACM
123
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SWAT
2010
Springer
14 years 10 months ago
2010
Springer
In this paper we describe an algorithm to approximately solve a class of semidefinite programs called covering semidefinite programs. This class includes many semidefinite programs...