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132
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IPPS
2003
IEEE
15 years 8 months ago
Mesh Partitioning: A Multilevel Ant-Colony-Optimization Algorithm
Mesh partitioning is an important problem that has extensive applications in many areas. Multilevel algorithms are a successful class of optimization techniques which addresses th...
Peter Korosec, Jurij Silc, Borut Robic
NIPS
2008
15 years 4 months ago
Adapting to a Market Shock: Optimal Sequential Market-Making
We study the profit-maximization problem of a monopolistic market-maker who sets two-sided prices in an asset market. The sequential decision problem is hard to solve because the ...
Sanmay Das, Malik Magdon-Ismail
145
Voted
MP
2010
162views more  MP 2010»
15 years 1 months ago
Approximation accuracy, gradient methods, and error bound for structured convex optimization
Convex optimization problems arising in applications, possibly as approximations of intractable problems, are often structured and large scale. When the data are noisy, it is of i...
Paul Tseng
CISSE
2009
Springer
15 years 1 months ago
Optimal Component Selection for Component-Based Systems
In Component-based Software (CBS) development, it is desirable to choose software components that provide all necessary functionalities and at the same time optimize certain nonfun...
Muhammad Ali Khan, Sajjad Mahmood
CDC
2009
IEEE
149views Control Systems» more  CDC 2009»
15 years 8 months ago
A constant-factor approximately optimal solution to the Witsenhausen counterexample
Abstract— Despite its simplicity (two controllers and otherwise LQG), Witsenhausen’s counterexample is one of the long-standing open problems in stochastic distributed control....
Se Yong Park, Pulkit Grover, Anant Sahai