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» Analysis of stochastic dual dynamic programming method
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ESA
2007
Springer
125views Algorithms» more  ESA 2007»
14 years 2 months ago
Online Primal-Dual Algorithms for Maximizing Ad-Auctions Revenue
We study the online ad-auctions problem introduced by Mehta et. al. [15]. We design a (1 − 1/e)competitive (optimal) algorithm for the problem, which is based on a clean primal-...
Niv Buchbinder, Kamal Jain, Joseph Naor
JMLR
2006
115views more  JMLR 2006»
13 years 8 months ago
Structured Prediction, Dual Extragradient and Bregman Projections
We present a simple and scalable algorithm for maximum-margin estimation of structured output models, including an important class of Markov networks and combinatorial models. We ...
Benjamin Taskar, Simon Lacoste-Julien, Michael I. ...
ANOR
2006
133views more  ANOR 2006»
13 years 8 months ago
Horizon and stages in applications of stochastic programming in finance
To solve a decision problem under uncertainty via stochastic programming means to choose or to build a suitable stochastic programming model taking into account the nature of the r...
Marida Bertocchi, Vittorio Moriggia, Jitka Dupacov...
CVIU
2008
109views more  CVIU 2008»
13 years 8 months ago
Performance vs computational efficiency for optimizing single and dynamic MRFs: Setting the state of the art with primal-dual st
In this paper we introduce a novel method to address minimization of static and dynamic MRFs. Our approach is based on principles from linear programming and, in particular, on pr...
Nikos Komodakis, Georgios Tziritas, Nikos Paragios
MP
2002
85views more  MP 2002»
13 years 8 months ago
Generalized Goal Programming: polynomial methods and applications
In this paper we address a general Goal Programming problem with linear objectives, convex constraints, and an arbitrary componentwise nondecreasing norm to aggregate deviations w...
Emilio Carrizosa, Jörg Fliege