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» Discrete stochastic optimization using linear interpolation
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CCE
2010
13 years 6 months ago
A simple heuristic for reducing the number of scenarios in two-stage stochastic programming
In this work we address the problem of solving multiscenario optimization models that are deterministic equivalents of two-stage stochastic programs. We present a heuristic approx...
Ramkumar Karuppiah, Mariano Martín, Ignacio...
MP
2006
137views more  MP 2006»
13 years 8 months ago
New algorithms for singly linearly constrained quadratic programs subject to lower and upper bounds
There are many applications related to singly linearly constrained quadratic programs subjected to upper and lower bounds. In this paper, a new algorithm based on secant approximat...
Yu-Hong Dai, Roger Fletcher
SIGGRAPH
1989
ACM
14 years 21 days ago
Algorithms for solid noise synthesis
A solid noise is a function that defines a random value at each point in space. Solid noises have immediate and powerful applications in surface texturing, stochastic modeling, a...
J. P. Lewis
SODA
2010
ACM
160views Algorithms» more  SODA 2010»
14 years 6 months ago
Solving Simple Stochastic Tail Games
Stochastic games are a natural model for open reactive processes: one player represents the controller and his opponent represents a hostile environment. The evolution of the syste...
Hugo Gimbert, Florian Horn
JC
2006
61views more  JC 2006»
13 years 8 months ago
The discretized discrepancy principle under general source conditions
We discuss adaptive strategies for choosing regularization parameters in TikhonovPhillips regularization of discretized linear operator equations. Two rules turn out to be entirel...
Peter Mathé, Sergei V. Pereverzev