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SIAMIS
2010
13 years 2 months ago
2010
We study geometric reconstruction problems in one-dimensional retina vision. In such problems, the scene is modeled as a 2D plane, and the camera sensor produces 1D images of the s...
SIAMIS
2010
13 years 2 months ago
2010
Simulated annealing (SA) and deterministic continuation are well-known generic approaches to global optimization. Deterministic continuation is computationally attractive but produ...
SIAMJO
2010
13 years 2 months ago
2010
When liquidating a portfolio of large blocks of risky assets, an institutional investor wants to minimize the cost as well as the risk of execution. An optimal execution strategy ...
SIAMJO
2010
13 years 2 months ago
2010
Abstract. We propose a randomized method for general convex optimization problems; namely, the minimization of a linear function over a convex body. The idea is to generate N rando...
SIAMMAX
2010
13 years 2 months ago
2010
It is well-known that the Legendre-Fenchel conjugate of a positive definite quadratic form can be explicitly expressed as another positive definite quadratic form, and that the con...