[KLSX91] ensure the existence of the expected utility maximizer for investors with constant relative risk aversion coefficients less than one. In this note, we explain a simple tr...
Many computer vision applications such as image filtering, segmentation and stereo-vision can be formulated as optimization problems.Whereas in previous decades continuousdomain, ...
Camille Couprie, Leo J. Grady, Laurent Najman, Hug...
Recent work has shown that one can learn the structure of Gaussian Graphical Models by imposing an L1 penalty on the precision matrix, and then using efficient convex optimization...
We consider the problem of finding a few representatives for a dataset, i.e., a subset of data points that efficiently describes the entire dataset. We assume that each data poi...
Abstract. This is an overview of the significance and main uses of projection, lifting and extended formulation in integer and combinatorial optimization. Its first two sections de...