Results 1 to 10 of about 3,794 (10)
Finding maxmin allocations in cooperative and competitive fair division
, 2011 We consider upper and lower bounds for maxmin allocations of a completely divisible good in both competitive and cooperative strategic contexts. We then derive a subgradient algorithm to compute the exact value up to any fixed degree of precision.Comment:
Camilla Di Luca +15 more
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Linear Quadratic Gaussian (LQG) online learning [PDF]
, 2016 Optimal control theory and machine learning techniques are combined to propose and solve in closed form an optimal control formulation of online learning from supervised examples. The connections with the classical Linear Quadratic Gaussian (LQG) optimal
Bemporad, Alberto +3 more
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, 2014 We present a multidimensional optimization problem that is formulated and solved in the tropical mathematics setting. The problem consists of minimizing a nonlinear objective function defined on vectors over an idempotent semifield by means of a ...
A. Tharwat +22 more
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Douglas-Rachford Splitting: Complexity Estimates and Accelerated Variants
, 2014 We propose a new approach for analyzing convergence of the Douglas-Rachford splitting method for solving convex composite optimization problems. The approach is based on a continuously differentiable function, the Douglas-Rachford Envelope (DRE), whose ...
Bemporad, Alberto +2 more
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Robust Block Coordinate Descent [PDF]
, 2015 In this paper we present a novel randomized block coordinate descent method for the minimization of a convex composite objective function. The method uses (approximate) partial second-order (curvature) information, so that the algorithm performance is ...
Fountoulakis, Kimon, Tappenden, Rachael
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A constrained tropical optimization problem: complete solution and application example
, 2013 The paper focuses on a multidimensional optimization problem, which is formulated in terms of tropical mathematics and consists in minimizing a nonlinear objective function subject to linear inequality constraints.
Krivulin, Nikolai
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Solving monotone inclusions involving parallel sums of linearly composed maximally monotone operators [PDF]
, 2013 The aim of this article is to present two different primal-dual methods for solving structured monotone inclusions involving parallel sums of compositions of maximally monotone operators with linear bounded operators.
Bot, Radu Ioan, Hendrich, Christopher
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, 2022 The purpose of this survey is to serve both as a gentle introduction and a coherent overview of state-of-the-art Frank--Wolfe algorithms, also called conditional gradient algorithms, for function minimization.
Braun, Gábor +6 more
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Algebraic solutions of tropical optimization problems
, 2014 We consider multidimensional optimization problems, which are formulated and solved in terms of tropical mathematics. The problems are to minimize (maximize) a linear or nonlinear function defined on vectors of a finite-dimensional semimodule over an ...
Krivulin, N.
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Variational optimization of probability measure spaces resolves the chain store paradox [PDF]
In game theory, players have continuous expected payoff functions and can use fixed point theorems to locate equilibria. This optimization method requires that players adopt a particular type of probability measure space.
Gagen, Michael, Nemoto, Kae
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