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SIAMIS
2010
13 years 5 months ago
2010
Markov random field (MRF) models, including conditional random field models, are popular in computer vision. However, in order to be computationally tractable, they are limited to ...
SIAMJO
2010
13 years 5 months ago
2010
When liquidating a portfolio of large blocks of risky assets, an institutional investor wants to minimize the cost as well as the risk of execution. An optimal execution strategy ...
SIAMJO
2010
13 years 5 months ago
2010
In this paper we propose a new exchange method for solving convex semi-infinite programming (CSIP) problems. We introduce a new dropping-rule in the proposed exchange algorithm, wh...
SIAMJO
2010
13 years 5 months ago
2010
Abstract. We propose a randomized method for general convex optimization problems; namely, the minimization of a linear function over a convex body. The idea is to generate N rando...
SIAMMAX
2010
13 years 5 months ago
2010
It is well-known that the Legendre-Fenchel conjugate of a positive definite quadratic form can be explicitly expressed as another positive definite quadratic form, and that the con...