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WSC
2008
15 years 1 months ago
A rate result for simulation optimization with conditional value-at-risk constraints
We study a stochastic optimization problem that has its roots in financial portfolio design. The problem has a specified deterministic objective function and constraints on the co...
Soumyadip Ghosh
SIAMAM
2010
84views more  SIAMAM 2010»
14 years 10 months ago
Multidisciplinary Free Material Optimization
We present a mathematical framework for the so-called multidisciplinary free material optimization (MDFMO) problems, a branch of structural optimization in which the full material ...
Jaroslav Haslinger, Michal Kocvara, Günter Le...
87
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JSAC
2007
109views more  JSAC 2007»
14 years 11 months ago
Optimization of Semi-Dynamic Lightpath Rearrangements in a WDM Network
— In this paper, we study the Routing and Wavelength Assignment (RWA) problem in a semi-dynamic scenario where rearrangements are conducted in a series of sessions after traffic...
Yiming Zhang, Oliver W. W. Yang, Jing Wu, Michel S...
144
Voted
TMC
2012
13 years 2 months ago
Distributed Throughput Maximization in Wireless Networks via Random Power Allocation
—We develop a distributed throughput-optimal power allocation algorithm in wireless networks. The study of this problem has been limited due to the nonconvexity of the underlying...
Hyang-Won Lee, Eytan Modiano, Long Bao Le
CEC
2007
IEEE
15 years 1 months ago
Hybrid optimization using DIRECT, GA, and SQP for global exploration
— As there are many good optimization algorithms each with its own characteristics, it is very difficult to choose the best method for optimization problems. Thus, it is importa...
Satoru Hiwa, Tomoyuki Hiroyasu, Mitsunori Miki