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» On the convergence of Hill's method
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WSC
2001
15 years 2 months ago
Monte Carlo simulation approach to stochastic programming
Various stochastic programmingproblemscan be formulated as problems of optimization of an expected value function. Quite often the corresponding expectation function cannot be com...
Alexander Shapiro
79
Voted
COR
2006
91views more  COR 2006»
15 years 1 months ago
An LP approach to compute the pre-kernel for cooperative games
We present an algorithm to compute the (pre)-kernel of a TU-game N, v with a system of n 2 1 linear programming problems. In contrast to the algorithms using convergence methods t...
Holger Meinhardt
SIAMIS
2008
82views more  SIAMIS 2008»
15 years 1 months ago
Inpainting by Flexible Haar-Wavelet Shrinkage
We present novel wavelet-based inpainting algorithms. Applying ideas from anisotropic regularization and diffusion our models can better handle degraded pixels at edges. We interp...
R. H. Chan, Simon Setzer, Gabriele Steidl
ANOR
2005
81views more  ANOR 2005»
15 years 1 months ago
Managing Stochastic, Finite Capacity, Multi-Project Systems through the Cross-Entropy Methodology
This paper addresses the problem of loading a finite capacity, stochastic (random) and dynamic multi-project system. The system is controlled by keeping a constant number of projec...
Izack Cohen, Boaz Golany, Avraham Shtub
IDA
1998
Springer
15 years 1 months ago
Fast Dimensionality Reduction and Simple PCA
A fast and simple algorithm for approximately calculating the principal components (PCs) of a data set and so reducing its dimensionality is described. This Simple Principal Compo...
Matthew Partridge, Rafael A. Calvo