Bandit convex optimization is a special case of online convex optimization with partial information. In this setting, a player attempts to minimize a sequence of adversarially gen...
The aim of this paper is to apply the concept of robust optimization introduced by Bel-Tal and Nemirovski to the portfolio selection problems based on multi-stage scenario trees. ...
Energy functional minimization is a popular technique for medical image segmentation. The segmentation must be initialized, weights for competing terms of an energy functional must...
A new active set algorithm for minimizing quadratic functions with separable convex constraints is proposed by combining the conjugate gradient method with the projected gradient. ...
Consider the problem of partitioning n nonnegative numbers into p parts, where part i can be assigned ni numbers with ni lying in a given range. The goal is to maximize a Schur con...
F. H. Chang, H. B. Chen, J. Y. Guo, Frank K. Hwang...