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DGCI
2006
Springer
15 years 10 months ago
A Benchmark Evaluation of Large-Scale Optimization Approaches to Binary Tomography
Abstract. Discrete tomography concerns the reconstruction of functions with a finite number of values from few projections. For a number of important real-world problems, this tomo...
Stefan Weber, Antal Nagy, Thomas Schüle, Chri...
147
Voted
NIPS
2008
15 years 8 months ago
Adapting to a Market Shock: Optimal Sequential Market-Making
We study the profit-maximization problem of a monopolistic market-maker who sets two-sided prices in an asset market. The sequential decision problem is hard to solve because the ...
Sanmay Das, Malik Magdon-Ismail
JGO
2008
111views more  JGO 2008»
15 years 6 months ago
A geometric framework for nonconvex optimization duality using augmented lagrangian functions
We provide a unifying geometric framework for the analysis of general classes of duality schemes and penalty methods for nonconvex constrained optimization problems. We present a ...
Angelia Nedic, Asuman E. Ozdaglar
168
Voted
JPDC
2006
117views more  JPDC 2006»
15 years 6 months ago
Efficient synthesis of out-of-core algorithms using a nonlinear optimization solver
We address the problem of efficient out-of-core code generation for a special class of imperfectly nested loops encoding tensor contractions arising in quantum chemistry computati...
Sandhya Krishnan, Sriram Krishnamoorthy, Gerald Ba...
198
Voted
MP
2010
162views more  MP 2010»
15 years 5 months ago
Approximation accuracy, gradient methods, and error bound for structured convex optimization
Convex optimization problems arising in applications, possibly as approximations of intractable problems, are often structured and large scale. When the data are noisy, it is of i...
Paul Tseng