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EOR
2010
116views more  EOR 2010»
15 years 7 months ago
Speeding up continuous GRASP
Continuous GRASP (C-GRASP) is a stochastic local search metaheuristic for finding cost-efficient solutions to continuous global optimization problems subject to box constraints (Hi...
Michael J. Hirsch, Panos M. Pardalos, Mauricio G. ...
CGF
2006
98views more  CGF 2006»
15 years 6 months ago
An Improved Physically-Based Soft Shadow Volume Algorithm
We identify and analyze several performance problems in a state-of-the-art physically-based soft shadow volume algorithm, and present an improved method that alleviates these prob...
Jaakko Lehtinen, Samuli Laine, Timo Aila
SIAMCO
2008
116views more  SIAMCO 2008»
15 years 6 months ago
Optimal Reflection of Diffusions and Barrier Options Pricing under Constraints
We introduce a new class of control problems in which the gain depends on the solution of a stochastic differential equation reflected at the boundary of a bounded domain, along d...
Bruno Bouchard
MOC
2000
124views more  MOC 2000»
15 years 6 months ago
Local and parallel finite element algorithms based on two-grid discretizations
A number of new local and parallel discretization and adaptive finite element algorithms are proposed and analyzed in this paper for elliptic boundary value problems. These algorit...
Jinchao Xu, Aihui Zhou
SIAMJO
2010
79views more  SIAMJO 2010»
15 years 5 months ago
Theta Bodies for Polynomial Ideals
Inspired by a question of Lov´asz, we introduce a hierarchy of nested semidefinite relaxations of the convex hull of real solutions to an arbitrary polynomial ideal, called theta...
João Gouveia, Pablo A. Parrilo, Rekha R. Th...