Given a sample covariance matrix, we examine the problem of maximizing the variance explained by a linear combination of the input variables while constraining the number of nonze...
Alexandre d'Aspremont, Francis R. Bach, Laurent El...
In the field of strong-stability-preserving time discretizations, a number of researchers have considered using both upwind and downwind approximations for the same derivative, in...
This paper introduces a new approach to the problem of quantitative reconstruction of an object from few radiographic views. A mixed variable programming problem is formulated in ...
Mark A. Abramson, Thomas J. Asaki, J. E. Dennis, K...
The gait transition in legged animals has attracted many researchers, and its relation to metabolic cost and mechanical work has been discussed in recent decades. We assumed that t...
We develop a variant of the Nelder-Mead (NM) simplex search procedure for stochastic simulation optimization that is designed to avoid many of the weaknesses encumbering such dire...