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PC
2008
158views Management» more  PC 2008»
13 years 7 months ago
Application of multistage stochastic programs solved in parallel in portfolio management
We present a multistage model for allocation of financial resources to bond indices in different currencies. The model was tested on historical data of interest and exchange rates...
Mária Lucká, Igor Melichercik, Ladis...
ICRA
2010
IEEE
110views Robotics» more  ICRA 2010»
13 years 5 months ago
On-line calibration of multiple LIDARs on a mobile vehicle platform
— In this paper, we examine the problem of extrinsic calibration of multiple LIDARs on a mobile vehicle platform. To achieve fully automated and on-line calibration, the original...
Chao Gao, John R. Spletzer
OL
2008
79views more  OL 2008»
13 years 7 months ago
A simpler and tighter redundant Klee-Minty construction
By introducing redundant Klee-Minty examples, we have previously shown that the central path can be bent along the edges of the Klee-Minty cubes, thus having 2n - 2 sharp turns in...
Eissa Nematollahi, Tamás Terlaky
KDD
2007
ACM
197views Data Mining» more  KDD 2007»
14 years 7 months ago
Learning the kernel matrix in discriminant analysis via quadratically constrained quadratic programming
The kernel function plays a central role in kernel methods. In this paper, we consider the automated learning of the kernel matrix over a convex combination of pre-specified kerne...
Jieping Ye, Shuiwang Ji, Jianhui Chen
MP
2008
99views more  MP 2008»
13 years 7 months ago
Efficient robust optimization for robust control with constraints
This paper proposes an efficient computational technique for the optimal control of linear discrete-time systems subject to bounded disturbances with mixed polytopic constraints o...
Paul J. Goulart, Eric C. Kerrigan, Daniel Ralph