We consider the problem of nonparametric estimation of unknown smooth functions in the
presence of restrictions on the shape of the estimator and on its support using polynomial …

A new method for the efficient solution of a class of convex semidefinite programming (SDP)
problems is introduced. The method extends the sequential convex programming (SCP) …

We study adaptive sensing of Cox point processes, a widely used model from spatial
statistics. We introduce three tasks: maximization of captured events, search for the …

This article is a continuation of the paper Kočvara and Stingl (Struct Multidisc Optim 33 (4–
5): 323–335, 2007). The aim is to describe numerical techniques for the solution of topology …

We present a collection of computer programs for the solution of linear and nonlinear
semidefinite optimization problems. After briefly discussing the underlying algorithm, the …

We give a method based on convex programming to calculate the optimal superreplicating
and subreplicating prices and corresponding hedging portfolios of a financial derivative in …

Customer arrival patterns observed in the real world typically exhibit strong seasonal effects.
It is therefore natural to ask, can a nonhomogeneous Poisson process (NHPP) with a rate …

For a proper cone\mathcal K ⊂ R^ n and its dual cone\mathcal K^* the complementary
slackness condition ⟨\bf x,\bf s ⟩= 0 defines an n-dimensional manifold C (\mathcal K) in the …

This study develops an approximate optimal control problem to produce time‐dependent bid
prices for the airline network revenue management problem. The main contributions of our …

The Poisson process, especially the nonhomogeneous Poisson process (NHPP), is an
essentially important counting process with numerous real-world applications. Up to date …