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SIAMCO
2008
116views more  SIAMCO 2008»
13 years 8 months ago
Optimal Reflection of Diffusions and Barrier Options Pricing under Constraints
We introduce a new class of control problems in which the gain depends on the solution of a stochastic differential equation reflected at the boundary of a bounded domain, along d...
Bruno Bouchard
INFOCOM
2011
IEEE
13 years 17 days ago
Utility optimization for dynamic peer-to-peer networks with tit-for-tat constraints
— We consider a peer-to-peer network where nodes can send and receive files amongst their peers. File requests are generated randomly, and each new file can correspond to a dif...
Michael J. Neely, Leana Golubchik
SIAMJO
2002
107views more  SIAMJO 2002»
13 years 8 months ago
A Globally Convergent Augmented Lagrangian Pattern Search Algorithm for Optimization with General Constraints and Simple Bounds
We give a pattern search method for nonlinearly constrained optimization that is an adaption of a bound constrained augmented Lagrangian method first proposed by Conn, Gould, and T...
Robert Michael Lewis, Virginia Torczon
SIAMJO
2010
125views more  SIAMJO 2010»
13 years 3 months ago
Trading Accuracy for Sparsity in Optimization Problems with Sparsity Constraints
We study the problem of minimizing the expected loss of a linear predictor while constraining its sparsity, i.e., bounding the number of features used by the predictor. While the r...
Shai Shalev-Shwartz, Nathan Srebro, Tong Zhang
CP
2009
Springer
14 years 9 months ago
Constraint-Based Optimal Testing Using DNNF Graphs
The goal of testing is to distinguish between a number of hypotheses about a systemfor example, dierent diagnoses of faults by applying input patterns and verifying or falsifying t...
Anika Schumann, Martin Sachenbacher, Jinbo Huang