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MP
2006
107views more  MP 2006»
15 years 7 months ago
Optimality conditions in portfolio analysis with general deviation measures
Optimality conditions are derived for problems of minimizing a general measure of deviation of a random variable, with special attention to situations where the random variable cou...
R. Tyrrell Rockafellar, Stan Uryasev, Michael Zaba...
PE
2008
Springer
120views Optimization» more  PE 2008»
15 years 7 months ago
A queueing approach to optimal resource replication in wireless sensor networks
We develop a queueing model for analyzing resource replication strategies in wireless sensor networks. The model can be used to minimize either the total transmission rate of the ...
Christopher R. Mann, Rusty O. Baldwin, Jeffrey P. ...
IEICET
2007
114views more  IEICET 2007»
15 years 7 months ago
Analytic Optimization of Adaptive Ridge Parameters Based on Regularized Subspace Information Criterion
In order to obtain better learning results in supervised learning, it is important to choose model parameters appropriately. Model selection is usually carried out by preparing a ...
Shun Gokita, Masashi Sugiyama, Keisuke Sakurai
SIAMJO
2008
93views more  SIAMJO 2008»
15 years 7 months ago
Recursive Trust-Region Methods for Multiscale Nonlinear Optimization
A class of trust-region methods is presented for solving unconstrained nonlinear and possibly nonconvex discretized optimization problems, like those arising in systems governed by...
Serge Gratton, Annick Sartenaer, Philippe L. Toint
SIAMJO
2008
92views more  SIAMJO 2008»
15 years 7 months ago
A Trust Region Spectral Bundle Method for Nonconvex Eigenvalue Optimization
We present a nonsmooth optimization technique for nonconvex maximum eigenvalue functions and for nonsmooth functions which are infinite maxima of eigenvalue functions. We prove glo...
Pierre Apkarian, Dominikus Noll, O. Prot