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DAM
2011
15 years 2 months ago
Optimization problems in multiple subtree graphs
We study various optimization problems in t-subtree graphs, the intersection graphs of tsubtrees, where a t-subtree is the union of t disjoint subtrees of some tree. This graph cl...
Danny Hermelin, Dror Rawitz
MP
2011
15 years 2 months ago
A first-order interior-point method for linearly constrained smooth optimization
Abstract: We propose a first-order interior-point method for linearly constrained smooth optimization that unifies and extends first-order affine-scaling method and replicator d...
Paul Tseng, Immanuel M. Bomze, Werner Schachinger
314
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PC
2011
314views Management» more  PC 2011»
15 years 2 months ago
Restart strategies in optimization: parallel and serial cases
This paper addresses the problem of minimizing the average running time of the Las Vegas type algorithm, both in serial and parallel setups. The necessary conditions for the exist...
Oleg V. Shylo, Timothy Middelkoop, Panos M. Pardal...
IJSIR
2010
122views more  IJSIR 2010»
15 years 2 months ago
Biases in Particle Swarm Optimization
It is known that the most common versions of particle swarm optimization (PSO) algorithms are rotationally variant. It has also been pointed out that PSO algorithms can concentrat...
William M. Spears, Derek T. Green, Diana F. Spears
JMLR
2010
128views more  JMLR 2010»
15 years 2 months ago
Optimal Allocation Strategies for the Dark Pool Problem
We study the problem of allocating stocks to dark pools. We propose and analyze an optimal approach for allocations, if continuousvalued allocations are allowed. We also propose a...
Alekh Agarwal, Peter L. Bartlett, Max Dama