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99
Voted
JMLR
2010
14 years 6 months ago
2010
This paper considers the problem of estimating a high dimensional inverse covariance matrix that can be well approximated by "sparse" matrices. Taking advantage of the c...
MP
2002
14 years 11 months ago
2002
In this paper we consider stochastic programming problems where the objective function is given as an expected value of a convex piecewise linear random function. With an optimal s...
142
Voted
CORR
2011
Springer
2011
Springer
On a linear programming approach to the discrete Willmore boundary value problem and generalizations
14 years 6 months ago
We consider the problem of finding (possibly non connected) discrete surfaces spanning a finite set of discrete boundary curves in the three-dimensional space and minimizing (glo...
119
click to vote
DAC
2006
ACM
16 years 19 days ago
2006
ACM
In this paper, we propose an exact algorithm for the problem of area optimization under a delay constraint in the synthesis of multiplierless FIR filters. To the best of our knowl...
77
Voted
CP
2006
Springer
15 years 3 months ago
2006
Springer
We study a family of problems, called Maximum Solution, where the objective is to maximise a linear goal function over the feasible integer assignments to a set of variables subjec...