This book shows that several system and control theory problems can be reduced to a few standard convex or quasiconvex optimization problems involving linear matrix inequalities (L...
Stephen Boyd, Laurent El Ghaoui, E. Feron, V. Bala...
We collected and analyzed a number of linear programming problems that have been shown to cycle (not converge) when solved by Dantzig's original simplex algorithm. For these ...
We study the viability of different robust optimization approaches to multiperiod portfolio selection. Robust optimization models treat future asset returns as uncertain coefficie...
Energy-efficency is a key concern when designing protocols for wireless sensor networks (WSN). This is of particular importance in commercial applications where demonstrable retur...
Marco Zimmerling, Waltenegus Dargie, Johnathan M. ...
The efforts of an expert to parallelize and optimize a dense linear algebra algorithm for distributed-memory targets are largely mechanical and repetitive. We demonstrate that the...
Bryan Marker, Andy Terrel, Jack Poulson, Don S. Ba...