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» Evolutionary Computation for Modeling and Optimization
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FS
2006
84views more  FS 2006»
15 years 6 months ago
Iterative construction of the optimal Bermudan stopping time
Abstract. We present an iterative procedure for computing the optimal Bermudan stopping time, hence the Bermudan Snell envelope. The method produces an increasing sequence of appro...
Anastasia Kolodko, John Schoenmakers
WSC
2004
15 years 8 months ago
A Large Deviations Perspective on Ordinal Optimization
We consider the problem of optimal allocation of computing budget to maximize the probability of correct selection in the ordinal optimization setting. This problem has been studi...
Peter W. Glynn, Sandeep Juneja
CVPR
2009
IEEE
17 years 1 months ago
Continuous Ratio Optimization via Convex Relaxation with Applications to Multiview 3D Reconstruction
We introduce a convex relaxation framework to optimally minimize continuous surface ratios. The key idea is to minimize the continuous surface ratio by solving a sequence of con...
Kalin Kolev (University of Bonn), Daniel Cremers (...
DAC
2009
ACM
16 years 1 months ago
Yield-driven iterative robust circuit optimization algorithm
This paper proposes an equation-based multi-scenario iterative robust optimization methodology for analog/mixed-signal circuits. We show that due to local circuit performance mono...
Yan Li, Vladimir Stojanovic
FOCS
2009
IEEE
16 years 1 months ago
Smoothed Analysis of Multiobjective Optimization
Abstract— We prove that the number of Pareto-optimal solutions in any multiobjective binary optimization problem with a finite number of linear objective functions is polynomial...
Heiko Röglin, Shang-Hua Teng