In this paper, we present a stochastic version of the Location Model with Risk Pooling (LMRP) that optimizes location, inventory, and allocation decisions under random parameters ...
Lawrence V. Snyder, Mark S. Daskin, Chung-Piaw Teo
MKPLS (Multiway Kernel Partial Least Squares) methods are used to model the batch processes from process operational data. To improve the optimization performance, a batch-to-batc...
LASSO (Least Absolute Shrinkage and Selection Operator) is a useful tool to achieve the shrinkage and variable selection simultaneously. Since LASSO uses the L1 penalty, the optim...
In this paper, we develop algorithms for robust linear regression by leveraging the connection between the problems of robust regression and sparse signal recovery. We explicitly ...
In this paper we consider a regularization approach to variable selection when the regression function depends nonlinearly on a few input variables. The proposed method is based o...
Lorenzo Rosasco, Matteo Santoro, Sofia Mosci, Ales...