We present a new discretization for the physics-based animation of developable surfaces. Constrained to not deform at all in-plane but free to bend out-of-plane, these are an exce...
Abstract. Sequential quadratic programming (SQP) methods have proved highly effective for solving constrained optimization problems with smooth nonlinear functions in the objective...
Philip E. Gill, Walter Murray, Michael A. Saunders
We consider the problem of optimal position liquidation with the aim of maximizing the expected cash flow stream from the transaction in the presence of temporary or permanent ma...
—The traditional formulation of the total value of information transfer is a multi-commodity flow problem. Here, each data source is seen as generating a commodity along a fixe...
We consider the problem of anomaly detection in multiple co-evolving data streams. In this paper, we introduce FRAHST (Fast Rank-Adaptive row-Householder Subspace Tracking). It au...
Pedro Henriques dos Santos Teixeira, Ruy Luiz Mili...