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...
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 ...
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 ...
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...
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...