In many real-life applications of optimal control problems with constraints in form of partial differential equations (PDEs), hyperbolic equations are involved which typically desc...
Abstract— We consider the approximate sparse recovery problem, where the goal is to (approximately) recover a highdimensional vector x ∈ Rn from its lower-dimensional sketch Ax...
Stochastic optimization problems attempt to model uncertainty in the data by assuming that (part of) the input is specified in terms of a probability distribution. We consider the...
We consider a portfolio allocation problem where the objective function is a tail event such as probability of large portfolio losses. The dependence between assets is captured th...
Finding the largest independent set in a graph is a notoriously difficult NP-complete combinatorial optimization problem. Moreover, even for graphs with largest degree 3, no polyn...