This paper considers the problem of estimating a high dimensional inverse covariance matrix that can be well approximated by "sparse" matrices. Taking advantage of the c...
In this paper we consider stochastic programming problems where the objective function is given as an expected value of a convex piecewise linear random function. With an optimal s...
Alexander Shapiro, Tito Homem-de-Mello, Joocheol K...
We consider the problem of finding (possibly non connected) discrete surfaces spanning a finite set of discrete boundary curves in the three-dimensional space and minimizing (glo...
In this paper, we propose an exact algorithm for the problem of area optimization under a delay constraint in the synthesis of multiplierless FIR filters. To the best of our knowl...
We study a family of problems, called Maximum Solution, where the objective is to maximise a linear goal function over the feasible integer assignments to a set of variables subjec...