Zobrazeno 1 - 10
of 101
pro vyhledávání: '"Diamond, Steven"'
Autor:
Luxenberg, Eric, Boyd, Stephen, Kochenderfer, Mykel, van Beek, Misha, Cao, Wen, Diamond, Steven, Ulitsky, Alex, Menda, Kunal, Vairavamurthy, Vidy
We address the problem of strategic asset allocation (SAA) with portfolios that include illiquid alternative asset classes. The main challenge in portfolio construction with illiquid asset classes is that we do not have direct control over our positi
Externí odkaz:
http://arxiv.org/abs/2207.07767
Autor:
Schaller, Maximilian, Banjac, Goran, Diamond, Steven, Agrawal, Akshay, Stellato, Bartolomeo, Boyd, Stephen
We introduce CVXPYgen, a tool for generating custom C code, suitable for embedded applications, that solves a parametrized class of convex optimization problems. CVXPYgen is based on CVXPY, a Python-embedded domain-specific language that supports a n
Externí odkaz:
http://arxiv.org/abs/2203.11419
Using a lifecycle framework with Epstein-Zin (1989) utility and a mixed-integer optimization approach, we compute the optimal age to claim Social Security benefits. Taking advantage of homogeneity, a sufficient statistic is the ratio of wealth to the
Externí odkaz:
http://arxiv.org/abs/2106.00125
Autor:
Diamond, Steven
We present log-linear dynamical systems, a dynamical system model for positive quantities. We explain the connection to linear dynamical systems and show how convex optimization can be used to identify and control log-linear dynamical systems. We ill
Externí odkaz:
http://arxiv.org/abs/2001.03649
Recent work has shown how to embed differentiable optimization problems (that is, problems whose solutions can be backpropagated through) as layers within deep learning architectures. This method provides a useful inductive bias for certain problems,
Externí odkaz:
http://arxiv.org/abs/1910.12430
We introduce log-log convex programs, which are optimization problems with positive variables that become convex when the variables, objective functions, and constraint functions are replaced with their logs, which we refer to as a log-log transforma
Externí odkaz:
http://arxiv.org/abs/1812.04074
Internet traffic continues to grow relentlessly, driven largely by increasingly high resolution video content. Although studies have shown that the majority of packets processed by Internet routers are pass-through traffic, they nonetheless have to b
Externí odkaz:
http://arxiv.org/abs/1808.00586
Active 3D imaging systems have broad applications across disciplines, including biological imaging, remote sensing and robotics. Applications in these domains require fast acquisition times, high timing resolution, and high detection sensitivity. Sin
Externí odkaz:
http://arxiv.org/abs/1806.03381
Autor:
Heide, Felix, O'Toole, Matthew, Zang, Kai, Lindell, David, Diamond, Steven, Wetzstein, Gordon
Imaging objects obscured by occluders is a significant challenge for many applications. A camera that could "see around corners" could help improve navigation and mapping capabilities of autonomous vehicles or make search and rescue missions more eff
Externí odkaz:
http://arxiv.org/abs/1711.07134
Publikováno v:
J.Control.Decis. 5 (2018) 42-60
We describe a modular rewriting system for translating optimization problems written in a domain-specific language to forms compatible with low-level solver interfaces. Translation is facilitated by reductions, which accept a category of problems and
Externí odkaz:
http://arxiv.org/abs/1709.04494