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MP
2007
76views more  MP 2007»
15 years 6 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...
IMCSIT
2010
15 years 4 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
ATMOS
2010
136views Optimization» more  ATMOS 2010»
15 years 5 months ago
An Empirical Analysis of Robustness Concepts for Timetabling
Calculating timetables that are insensitive to disturbances has drawn considerable research efforts due to its practical importance on the one hand and its hard tractability by c...
Marc Goerigk, Anita Schöbel
INFOCOM
2010
IEEE
15 years 5 months ago
Optimal SINR-based Random Access
— Random access protocols, such as Aloha, are commonly modeled in wireless ad-hoc networks by using the protocol model. However, it is well-known that the protocol model is not a...
Amir Hamed Mohsenian Rad, Vincent W. S. Wong, Robe...
ICASSP
2009
IEEE
16 years 1 months ago
Layers and layer interfaces in wireless networks
This paper proposes an optimal architecture for wireless networks based on layers and layer interfaces. In the presence of fading the architecture is shown to be optimal. The resu...
Alejandro Ribeiro