The problem of finding the binomial population with the highest success probability is considered when the number of binomial populations is large. A new rigorous indifference zo...
Continuous GRASP (C-GRASP) is a stochastic local search metaheuristic for finding cost-efficient solutions to continuous global optimization problems subject to box constraints (Hi...
Michael J. Hirsch, Panos M. Pardalos, Mauricio G. ...
The Lasso is an attractive regularisation method for high dimensional regression. It combines variable selection with an efficient computational procedure. However, the rate of co...
High-dimensional statistical inference deals with models in which the the number of parameters p is comparable to or larger than the sample size n. Since it is usually impossible ...
Sahand Negahban, Pradeep Ravikumar, Martin J. Wain...
Mathematical programs with nonlinear complementarity constraints are reformulated using better-posed but nonsmooth constraints. We introduce a class of functions, parameterized by...