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ORL
2008
124views more  ORL 2008»
15 years 5 months ago
Sample average approximation of expected value constrained stochastic programs
We propose a sample average approximation (SAA) method for stochastic programming problems involving an expected value constraint. Such problems arise, for example, in portfolio s...
Wei Wang, Shabbir Ahmed
SIAMCO
2008
112views more  SIAMCO 2008»
15 years 5 months ago
Stable Synchronization of Mechanical System Networks
In this paper we address stabilization of a network of underactuated mechanical systems with unstable dynamics. The coordinating control law stabilizes the unstable dynamics with ...
Sujit Nair, Naomi Ehrich Leonard
SIAMJO
2008
79views more  SIAMJO 2008»
15 years 5 months ago
A Class of Inexact Variable Metric Proximal Point Algorithms
For the problem of solving maximal monotone inclusions, we present a rather general class of algorithms, which contains hybrid inexact proximal point methods as a special case and ...
Lisandro A. Parente, Pablo A. Lotito, Mikhail V. S...
SIAMSC
2008
108views more  SIAMSC 2008»
15 years 5 months ago
A Nine Point Scheme for the Approximation of Diffusion Operators on Distorted Quadrilateral Meshes
A nine point scheme is presented for discretizing diffusion operators on distorted quadrilateral meshes. The advantage of this method is that highly distorted meshes can be used wi...
Zhiqiang Sheng, Guangwei Yuan
SIAMSC
2008
97views more  SIAMSC 2008»
15 years 5 months ago
Improvement of Space-Invariant Image Deblurring by Preconditioned Landweber Iterations
The Landweber method is a simple and flexible iterative regularization algorithm, whose projected variant provides nonnegative image reconstructions. Since the method is usually v...
Paola Brianzi, Fabio Di Benedetto, Claudio Estatic...