203 search results - page 15 / 41 » Second-Order Risk Constraints |
MP
2008
13 years 7 months ago
2008
We analyze the rate of local convergence of the augmented Lagrangian method for nonlinear semidefinite optimization. The presence of the positive semidefinite cone constraint requ...
CDC
2010
IEEE
13 years 2 months ago
2010
IEEE
This paper considers the problem of multi robot localization. The analysis is focused on the problem of determining which are the optimal robot trajectories in order to minimize th...
IOR
2006
13 years 7 months ago
2006
The paper considers robust optimization to cope with uncertainty about the stock return process in one period option hedging problems. The robust approach relates portfolio choice ...
CEC
2005
IEEE
14 years 1 months ago
2005
IEEE
—A principal challenge in modern computational finance is efficient portfolio design – portfolio optimization followed by decision-making. Optimization based on even the widely...
ICCV
2007
IEEE
14 years 9 months ago
2007
IEEE
3?D shape recovery of non-rigid surfaces from 3?D to 2?D correspondences is an under-constrained problem that requires prior knowledge of the possible deformations. State-of-the-a...