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...
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...
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 (...
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...
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...