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» Nonconvex Robust Optimization for Problems with Constraints
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ICASSP
2011
IEEE
12 years 11 months ago
Worst-case based robust adaptive beamforming for general-rank signal models using positive semi-definite covariance constraint
In this paper, we develop a new approach to the robust beamforming for general-rank signal models. Our method is based on the worst-case performance optimization using a semi-de n...
Haihua Chen, Alex B. Gershman
CDC
2010
IEEE
144views Control Systems» more  CDC 2010»
13 years 2 months ago
Robust controller design by convex optimization based on finite frequency samples of spectral models
Abstract-- Some frequency-domain controller design problems are solved using a finite number of frequency samples. Consequently, the performance and stability conditions are not gu...
Gorka Galdos, Alireza Karimi, Roland Longchamp
COR
2008
116views more  COR 2008»
13 years 7 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
ICIP
2005
IEEE
14 years 9 months ago
Hybrid recursive energy-based method for robust optical flow on large motion fields
We present a new reliable hybrid recursive method for optical flow estimation. The method efficiently combines the advantage of discrete motion estimation and optical flow estimati...
Jangheon Kim, Thomas Sikora
CVPR
2008
IEEE
14 years 1 months ago
Subspace segmentation with outliers: A grassmannian approach to the maximum consensus subspace
Segmenting arbitrary unions of linear subspaces is an important tool for computer vision tasks such as motion and image segmentation, SfM or object recognition. We segment subspac...
Nuno Pinho da Silva, João Paulo Costeira