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Found 4 papers, 1 papers with code
A seven-point algorithm for piecewise smooth univariate minimization
In this paper, we construct an algorithm for minimising piecewise smooth functions for which derivative information is not available.
Optimization and Control
Optimal Trade Execution with Uncertain Volume Target
In the seminal paper on optimal execution of portfolio transactions, Almgren and Chriss (2001) define the optimal trading strategy to liquidate a fixed volume of a single security under price uncertainty.
Low-Rank Boolean Matrix Approximation by Integer Programming
Low-rank approximations of data matrices are an important dimensionality reduction tool in machine learning and regression analysis.
3D Image Reconstruction from X-Ray Measurements with Overlap
However, two or more sources emitting at the same time can yield measurements from overlapping rays, imposing a new type of image reconstruction problem based on nonlinear constraints.
