The 0-1 Multidimensional Knapsack Problem (0-1 MKP) is a wellknown (and strongly NP-hard) combinatorial optimization problem with many applications. Up to now, the majority of upp...
This paper introduces a financial hedging model for global environment risks. Our approach is based on portfolio insurance under hedging constraints. Investors are assumed to maxi...
Many statistical M-estimators are based on convex optimization problems formed by the weighted sum of a loss function with a norm-based regularizer. We analyze the convergence rat...
Alekh Agarwal, Sahand Negahban, Martin J. Wainwrig...
Given an object model and a black-box measure of similarity between the model and candidate targets, we consider visual object tracking as a numerical optimization problem. During...
In Monte-Carlo photon-tracing methods energy-carrying particles are traced in an environment to generate hit points on object surfaces for simulating global illumination. The surf...