548 search results - page 21 / 110 » Optimization of Convex Risk Functions |
SIAMIS
2010
13 years 5 months ago
2010
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...
JGO
2011
13 years 5 months ago
2011
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...
WCE
2007
13 years 11 months ago
2007
—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...
ISNN
2005
Springer
14 years 4 months ago
2005
Springer
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...
WSC
2008
14 years 29 days ago
2008
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...