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Learning the kernel via convex optimization
Convex optimization kernel methods machine learning support vector machine
2015/8/10
The performance of a kernel-based learning algorithm depends very much on the choice of the kernel. Recently, much attention has been paid to the problem of learning the kernel itself from given train...
Multi-period portfolio optimization with constraints and transaction costs
Investment combinatorial optimization the horizon assets minimum deviation standard dynamic
2015/8/10
We consider the problem of multi-period portfolio optimization over a finite horizon, with a self-financing budget constraint and arbitrary distribution of asset returns, with objective to minimize th...
Cutting-set methods for robust convex optimization with pessimizing oracles
robust optimization cutting-set methods semi-infi nite programming minimax optimization games
2015/8/10
We consider a general worst-case robust convex optimization problem, with arbitrary dependence on the uncertain parameters, which are assumed to lie in some given set of possible values. We describe a...
First order optimization methods often perform poorly on ill-conditioned optimization problems. However, by preconditioning the problem data and solving the preconditioned problem, the performance of ...
福州大学2015年博士研究生入学考试组合优化考试大纲。
组合优化是20世纪中后期发展起来的一个运筹学与计算机科学交叉学科分支, 研究具有离散结构的优化问题解的性质和求解方法. 由于不同离散问题的结构差异, 出现了各种各样的研究手段和技巧. 针对组合优化的若干经典问题, 简述了算法和复杂性理论的研究进展.
中国科学院数学与系统科学研究院三项科研成果获2010~2011年度北京市科学技术奖(图)
中国科学院数学与系统科学研究院 三项 科研成果 2010~2011年度 北京市科学技术奖 非线性系统 组合优化
2012/4/24
2012年4月13日上午,2010-2011年度北京市科学技术奖励颁奖大会在京召开,中国科学院数学与系统科学研究院闫振亚完成的项目“构造性理论与算法及其在复杂非线性系统中的应用”获得2011年度北京市科学技术二等奖,胡晓东、杨晓光、陈旭瑾、蔡茂诚等完成的项目“现代网络设计中的组合优化理论与算法”及张松懋、陆汝钤、孙凯等完成的项目“基于语义理解的古代建筑动画辅助生成系统”分别获得2010年度北京市科...
Hyperbolicity cones of elementary symmetric polynomials are spectrahedral
hyperbolic polynomials hyperbolicity cones spectrahedral cones elementary symmetric polynomials spanning trees matrix-tree theorem
2012/4/16
We prove that the hyperbolicity cones of elementary symmetric polynomials are spectrahedral, i.e., they are slices of the cone of positive semidefinite matrices. The proof uses the matrix--tree theore...
Based on a description of project networks by max-plus algebra and poset, the adjacency of critical paths is presented using tropical geometry.
Modelling and Control of Blowing-Venting Operations in Manned Submarines
Ballast tanks manned submarines blowing-venting operations optimal control
2011/8/24
Abstract: Motivated by the study of the potential use of blowing and venting operations of ballast tanks in manned submarines as an alternative control system for manoeuvring, we first propose a mathe...
We propose a rigorous framework for Uncertainty Quantification (UQ) in which the UQ objectives and the assumptions/information set are brought to the forefront.
黄正达,浙江大学数学系博士生导师、教授。研究方向:数值代数与数值泛函、数值最优化、算法分析。主要论著:Li Shishun, Hunag Zhengda, Guaranteed Descent Conjugate Gradient Methods with Modified Secant Condition , JIMO, 4(4), 2008.等等。
Optimal transport for multifractal random measures. Applications
Random measures multifractal processes optimal transport metric KPZ
2010/11/26
In this paper, we study optimal transportation problems for multifractal random measures. Since these measures are much less regular than optimal transportation theory requires, we introduce a new not...
On the Optimality of Successive Decoding in Compress-and-Forward Relay Schemes
Optimality of Successive Decoding Compress-and-Forward Relay Schemes
2010/12/14
In the classical compress-and-forward relay scheme developed by (Cover and El Gamal, 1979), the decoding process operates in a successive way: the destination first decodes the compressed observation ...
Optimal streaks in a Falkner-Skan boundary layer
Optimal streaks Falkner-Skan boundary layer
2010/12/15
This paper deals with the optimal streaky perturbations (which maximize the perturbed
energy growth) in a wedge flow boundary layer. These three dimensional perturbations are governed by a system of ...