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ICML
2010
IEEE
15 years 5 months ago
Robust Formulations for Handling Uncertainty in Kernel Matrices
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 ...
Sahely Bhadra, Sourangshu Bhattacharya, Chiranjib ...
APJOR
2010
131views more  APJOR 2010»
15 years 4 months ago
Metric-Preserving Reduction of Earth Mover's Distance
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...
Yuichi Takano, Yoshitsugu Yamamoto
COR
2008
116views more  COR 2008»
15 years 4 months ago
Robust multiperiod portfolio management in the presence of transaction costs
We study the viability of different robust optimization approaches to multiperiod portfolio selection. Robust optimization models treat future asset returns as uncertain coefficie...
Dimitris Bertsimas, Dessislava Pachamanova
141
Voted
CORR
2008
Springer
115views Education» more  CORR 2008»
15 years 4 months ago
Adaptive Sum Power Iterative Waterfilling for MIMO Cognitive Radio Channels
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...
Rajiv Soundararajan, Sriram Vishwanath
DISOPT
2008
113views more  DISOPT 2008»
15 years 4 months ago
The inverse 1-median problem on a cycle
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...