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ATAL
2005
Springer
14 years 1 months ago
Optimal status sets of heterogeneous agent programs
There are many situations where an agent can perform one of several sets of actions in responses to changes in its environment, and the agent chooses to perform the set of actions...
Bogdan Stroe, V. S. Subrahmanian, Sudeshna Dasgupt...
SIAMJO
2010
108views more  SIAMJO 2010»
13 years 6 months ago
Exposed Faces of Semidefinitely Representable Sets
A linear matrix inequality (LMI) is a condition stating that a symmetric matrix whose entries are affine linear combinations of variables is positive semidefinite. Motivated by th...
Tim Netzer, Daniel Plaumann, Markus Schweighofer
CDC
2009
IEEE
173views Control Systems» more  CDC 2009»
13 years 12 months ago
Optimality of affine policies in multi-stage robust optimization
In this paper, we show the optimality of a certain class of disturbance-affine control policies in the context of one-dimensional, constrained, multi-stage robust optimization. Ou...
Dimitris Bertsimas, Dan Andrei Iancu, Pablo A. Par...
CCE
2004
13 years 7 months ago
Computational studies using a novel simplicial-approximation based algorithm for MINLP optimization
Significant advances have been made in the last two decades for the effective solution of mixed integer non-linear programming (MINLP) problems, mainly by exploiting the special s...
Vishal Goyal, Marianthi G. Ierapetritou
COLT
2006
Springer
13 years 11 months ago
Logarithmic Regret Algorithms for Online Convex Optimization
In an online convex optimization problem a decision-maker makes a sequence of decisions, i.e., chooses a sequence of points in Euclidean space, from a fixed feasible set. After ea...
Elad Hazan, Adam Kalai, Satyen Kale, Amit Agarwal