We formulate a risk-averse two-stage stochastic linear programming problem in which unresolved uncertainty remains after the second stage. The objective function is formulated as ...
In this paper, we present a novel active contour model, in which the traditional gradient descent optimization is replaced by graph cut optimization. The basic idea is to first de...
Hang Chang, Qing Yang, Manfred Auer, Bahram Parvin
Abstract. Recent work has shown that the subtasks of register allocation (spilling, register assignment, and coalescing) can be completely separated. This work presents an algorith...
We consider the class of max-min and min-max optimization problems subject to a global budget (or weight) constraint and we undertake a systematic algorithmic and complexitytheore...
Deeparnab Chakrabarty, Aranyak Mehta, Vijay V. Vaz...
Motivated by wavelength division multiplexing in all-optical networks, we consider the problem of finding a set of paths from a fixed source to a multiset of destinations, which c...