Abstract. We present a unified and complete account of maximum entropy distribution estimation subject to constraints represented by convex potential functions or, alternatively, b...
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...
Given n points in the plane, we study three optimization problems of computing an empty pseudo-triangle: we consider minimizing the perimeter, maximizing the area, and minimizing ...
Many kernel learning algorithms, including support vector machines, result in a kernel machine, such as a kernel classifier, whose key component is a weight vector in a feature sp...
— Conventional methods for optimal sizing of wires and transistors use linear resistor-capacitor (RC) circuit models and the Elmore delay as a measure of signal delay. If the RC ...
Lieven Vandenberghe, Stephen P. Boyd, Abbas A. El ...