Results 81 to 90 of about 39,060 (206)
Computing Skinning Weights via Convex Duality
We present an alternate optimization method to compute bounded biharmonic skinning weights. Our method relies on a dual formulation, which can be optimized with a nonnegative linear least squares setup. Abstract We study the problem of optimising for skinning weights through the lens of convex duality.
J. Solomon, O. Stein
wiley +1 more source
In this paper, we propose an inexact version of proximal gradient algorithm with extrapolation for solving a class of nonconvex nonsmooth optimization problems.
Zehui Jia, Zhongming Wu, Xiaomei Dong
doaj +1 more source
Fast Injective Mesh Parameterization via Beltrami Coefficient Prolongation
Abstract We present a highly efficient and robust method for free boundary injective parameterization of disk‐like triangle meshes with low isometric distortion. Harmonic function–based approaches, grounded in a strong mathematical framework, are widely employed.
G. Fargion, O. Weber
wiley +1 more source
The fundamental theorem of asset pricing with and without transaction costs
Abstract We prove a version of the fundamental theorem of asset pricing (FTAP) in continuous time that is based on the strict no‐arbitrage condition and that is applicable to both frictionless markets and markets with proportional transaction costs. We consider a market with a single risky asset whose ask price process is higher than or equal to its ...
Christoph Kühn
wiley +1 more source
On high-dimensional Poisson models with measurement error: Hypothesis testing for nonlinear nonconvex optimization. [PDF]
Jiang F, Zhou Y, Liu J, Ma Y.
europepmc +1 more source
Graph‐based imitation and reinforcement learning for efficient Benders decomposition
Abstract This work introduces an end‐to‐end graph‐based agent for accelerating the computational efficiency of Benders Decomposition. The agent's policy is parameterized by a graph neural network, which takes as input a bipartite graph representation of the master problem and proposes a candidate solution.
Bernard T. Agyeman +3 more
wiley +1 more source
BRIDGING CONVEX AND NONCONVEX OPTIMIZATION IN ROBUST PCA: NOISE, OUTLIERS, AND MISSING DATA. [PDF]
Chen Y, Fan J, Ma C, Yan Y.
europepmc +1 more source
Portfolio Decisions with Higher Order Moments [PDF]
In this paper, we address the global optimization of two interesting nonconvex problems in finance. We relax the normality assumption underlying the classical Markowitz mean-variance portfolio optimization model and consider the incorporation of skewness
Berc Rustem, P. M. Kleniati
core
We adapted to the spinal cord (SC) an MRI technique called quantitative susceptibility mapping (QSM) to produce the first high‐resolution axial QSM maps of the cervical SC. Applied to multiple sclerosis, it reveals differences between gray matter, white matter, and lesions, suggesting its potential for improved lesion characterization.
Benjamin Streichenberger +8 more
wiley +1 more source
Convex and Nonconvex Optimization Are Both Minimax-Optimal for Noisy Blind Deconvolution under Random Designs. [PDF]
Chen Y, Fan J, Wang B, Yan Y.
europepmc +1 more source

