Parameter choice is crucial to regularization-based image deblurring. In this paper, a Monte Carlo method is used to approximate the optimal regularization parameter in the sense of Stein’s unbiased risk estimate (SURE) which has been applied to image deblurring. The proposed algorithm is suitable for the exact deblurring functions as well as those of not being expressed analytically. We justif...

This paper discusses several (sub)gradient methods attaining the optimal complexity for smooth problems with Lipschitz continuous gradients, nonsmooth problems with bounded variation of subgradients, weakly smooth problems with Hölder continuous gradients. The proposed schemes are optimal for smooth strongly convex problems with Lipschitz continuous gradients and optimal up to a logarithmic fac...

In this paper, an analytical method for noncircular shape extrusion is presented. Using this method, non-linear deformation field can be described with Hermit cubic spline which is prescribed by the boundary conditions of the die at its entryand exit. The upper bound method has been used to obtain optimum coefficient of the tangential boundary conditions. The results show that the optimum tange...

In this paper, an analytical method for noncircular shape extrusion is presented. Using this method, non-linear deformation field can be described with Hermit cubic spline which is prescribed by the boundary conditions of the die at its entryand exit. The upper bound method has been used to obtain optimum coefficient of the tangential boundary conditions. The results show that the optimum tange...

In this paper, we consider a newsvendor who is going to invest on dedicated or flexible capacity, our goal is to find the optimal investment policy to maximize total profit while the newsvendor faces uncertainty in lead time and demand simultaneously. As highlighted in literature, demand is stochastic, while lead time is constant. However, in reality lead time uncertainty decreases newsvendor's...

Suppose that one observes a process Y on the unit interval, where dY t = n1/2f t dt+dW t with an unknown function parameter f, given scale parameter n ≥ 1 (“sample size”) and standard Brownian motion W. We propose two classes of tests of qualitative nonparametric hypotheses about f such as monotonicity or concavity. These tests are asymptotically optimal and adaptive in a certain sense. They ar...