We generalize the primal-dual hybrid gradient (PDHG) algorithm proposed by Zhu and Chan in [M. Zhu, and T. F. Chan, An Efficient Primal-Dual Hybrid Gradient Algorithm for Total Var...
Shippers are daily users of the French gas grid. Differences between planned and effective gas demand unbalance the grid. To restore the balance, GRTgaz computes every day amoun...
—A new method for minimization problem over simplex, as a generalization of a well-known in onedimensional optimization bisection method is proposed. The convergence of the metho...
Recently, a mathematical proof is obtained in (Liu, Chiu, Xu, 2004) on the so called one-bit-matching conjecture that all the sources can be separated as long as there is an one-to...
We consider a portfolio allocation problem where the objective function is a tail event such as probability of large portfolio losses. The dependence between assets is captured th...