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Denoising is a fundamental imaging problem. Versatile but fast filtering has been demanded for mobile camera systems. We present an approach to multiscale filtering which allows real-time applications on low-powered devices. The key idea is…
Stochastic simulation methods can be applied successfully to model exact spatio-temporally resolved reaction-diffusion systems. However, in many cases, these methods can quickly become extremely computationally intensive with increasing…
This paper studies a type of periodic utility maximization problems for portfolio management in incomplete stochastic factor models with convex trading constraints. The portfolio performance is periodically evaluated on the relative ratio…
In this paper, we present an advanced approach to solving the inverse rig problem in blendshape animation, using high-quality corrective blendshapes. Our algorithm introduces novel enhancements in three key areas: ensuring high data…
We consider electricity capacity expansion models, which optimize investment and retirement decisions by minimizing both investment and operation costs. In order to provide credible support for planning and policy decisions, these models…
Behind the concept of Industry 4.0, there are a number of principles and ideas; one of them is the integration of problems of different decision levels. In this work, we integrate maintenance with planning problems, aiming to take full…
The Sequential Multiple Knapsack Problem is a special case of Multiple knapsack problem in which the items sizes are divisible. A characterization of the optimal solutions of the problem and a description of the convex hull of all the…
Resource constrained project scheduling is an important combinatorial optimisation problem with many practical applications. With complex requirements such as precedence constraints, limited resources, and finance-based objectives, finding…
It is a challenging task to train large DNN models on sophisticated GPU platforms with diversified interconnect capabilities. Recently, pipelined training has been proposed as an effective approach for improving device utilization. However,…
We consider an intermediary's problem of dynamically matching demand and supply of heterogeneous types in a periodic-review fashion. More specifically, there are two disjoint sets of demand and supply types, and a reward associated with…
Deep ensembles excel in large-scale image classification tasks both in terms of prediction accuracy and calibration. Despite being simple to train, the computation and memory cost of deep ensembles limits their practicability. While some…
Demixing is the problem of identifying multiple structured signals from a superimposed observation. This work analyzes a general framework, based on convex optimization, for solving demixing problems. We present a new solution to determine…
With the increasing importance of sustainability, warehouse sharing arises as a possible way to improve the efficiency of the existing logistics system. This paper studied the warehouse sharing platform systems (WSPS) and investigated its…
This paper deals with the problem of estimating the delays and amplitudes of a weighted superposition of pulses, called stream of pulses. This problem is motivated by a variety of applications, such as ultrasound and radar. This paper shows…
The decumulation of a defined contribution (DC) pension plan is well known to be one of the hardest problems in finance. We model this decumulation challenge as an optimal stochastic control problem. The control problem is solved, at each…
This paper provides a theoretical and numerical investigation of a penalty decomposition scheme for the solution of optimization problems with geometric constraints. In particular, we consider some situations where parts of the constraints…
We study the solution of a large-scale transportation problem with an additional constraint on the sparsity of inbound flows. Such problems arise in the management of inventory for online retailers that operate with many order fulfillment…
We study the problem of stock replenishment and transshipment in the retail industry. We develop a model that can accommodate different policies, including centralized redistribution (replenishment) and decentralized redistribution (lateral…
In this paper, we consider a multi-stage dynamic assortment optimization problem with multi-nomial choice modeling (MNL) under resource knapsack constraints. Given the current resource inventory levels, the retailer makes an assortment…
Balancing assembly lines, a family of optimization problems commonly known as Assembly Line Balancing Problem, is notoriously NP-Hard. They comprise a set of problems of enormous practical interest to manufacturing industry due to the…