1118 search results - page 31 / 224 » Convex Optimization |
180
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WSC
2008
15 years 6 months ago
2008
We consider a portfolio allocation problem where the objective function is a tail event such as probability of large portfolio losses. The dependence between assets is captured th...
134
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CDC
2008
IEEE
15 years 11 months ago
2008
IEEE
— We consider the problem of designing optimal distributed controllers whose impulse response has limited propagation speed. We introduce a state-space framework in which such co...
148
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WADS
1997
Springer
15 years 8 months ago
1997
Springer
We present several efficient dynamic data structures for point-enclosure queries, involving convex fat objects in R2 or R3. Our planar structures are actually fitted for a more ...
132
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MP
2008
15 years 4 months ago
2008
We explore one method for finding the convex hull of certain mixed integer sets. The approach is to break up the original set into a small number of subsets, find a compact polyhed...
137
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SDM
2010
SIAM
15 years 2 months ago
2010
SIAM
A popular approach for dimensionality reduction and data analysis is principal component analysis (PCA). A limiting factor with PCA is that it does not inform us on which of the o...