We were visiting a hedge fund some years back when we had our first taste of the problem with mean-variance optimization—the tool advisors use to balance risk and reward in client portfolios. We ...

Jim moderated the network and application optimization track at Network World’s IT Roadmap seminar in San Francisco at the end of last month. Four leading vendors in that technology space also gave ...

Great progress has been made in the past few years in our understanding of nonconvex optimizations. In this talk, I will share with you three of our works in this direction. In one, we study low-rank ...