We study the problem of uncertainty in the entries of the Kernel matrix, arising in SVM formulation. Using Chance Constraint Programming and a novel large deviation inequality we ...
Earth mover's distance (EMD for short) is a perceptually meaningful dissimilarity measure between histograms. The computation of EMD reduces to a network flow optimization pro...
We study the viability of different robust optimization approaches to multiperiod portfolio selection. Robust optimization models treat future asset returns as uncertain coefficie...
Abstract--In this paper, the sum capacity of the Gaussian Multiple Input Multiple Output (MIMO) Cognitive Radio Channel (MCC) is expressed as a convex problem with finite number of...
Abstract. Let the graph G = (V, E) be a cycle with n + 1 vertices, nonnegative vertex weights and positive edge lengths. The inverse 1-median problem on a cycle consists in changin...
Rainer E. Burkard, Carmen Pleschiutschnig, Jianzho...