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MP
2007
76views more  MP 2007»
15 years 7 months ago
Universal duality in conic convex optimization
Given a primal-dual pair of linear programs, it is well known that if their optimal values are viewed as lying on the extended real line, then the duality gap is zero, unless both...
Simon P. Schurr, André L. Tits, Dianne P. O...
QRE
2008
140views more  QRE 2008»
15 years 7 months ago
Discrete mixtures of kernels for Kriging-based optimization
: Kriging-based exploration strategies often rely on a single Ordinary Kriging model which parametric covariance kernel is selected a priori or on the basis of an initial data set....
David Ginsbourger, Céline Helbert, Laurent ...
SIAMJO
2010
83views more  SIAMJO 2010»
15 years 5 months ago
The Lifted Newton Method and Its Application in Optimization
Abstract. We present a new “lifting” approach for the solution of nonlinear optimization problems (NLPs) that have objective and constraint functions with intermediate variable...
Jan Albersmeyer, Moritz Diehl
IMCSIT
2010
15 years 5 months ago
Efficient Portfolio Optimization with Conditional Value at Risk
The portfolio optimization problem is modeled as a mean-risk bicriteria optimization problem where the expected return is maximized and some (scalar) risk measure is minimized. In ...
Wlodzimierz Ogryczak, Tomasz Sliwinski
IPPS
2010
IEEE
15 years 5 months ago
Performance and energy optimization of concurrent pipelined applications
In this paper, we study the problem of finding optimal mappings for several independent but concurrent workflow applications, in order to optimize performance-related criteria tog...
Anne Benoit, Paul Renaud-Goud, Yves Robert