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» A Mean-Variance Optimization algorithm
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CEC
2009
IEEE
15 years 9 months ago
The Differential Ant-Stigmergy Algorithm applied to dynamic optimization problems
— 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...
Peter Korosec, Jurij Silc
COLT
2008
Springer
15 years 4 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
STOC
2007
ACM
104views Algorithms» more  STOC 2007»
16 years 2 months ago
Optimal suffix selection
Gianni Franceschini, S. Muthukrishnan
SWAT
2010
Springer
204views Algorithms» more  SWAT 2010»
15 years 7 days ago
Feasible and Accurate Algorithms for Covering Semidefinite Programs
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...
Garud Iyengar, David J. Phillips, Clifford Stein