548 search results - page 7 / 110 » Optimization of Convex Risk Functions |
COLT
2010
Springer
13 years 8 months ago
2010
Springer
Bandit convex optimization is a special case of online convex optimization with partial information. In this setting, a player attempts to minimize a sequence of adversarially gen...
EOR
2008
13 years 10 months ago
2008
The aim of this paper is to apply the concept of robust optimization introduced by Bel-Tal and Nemirovski to the portfolio selection problems based on multi-stage scenario trees. ...
ISVC
2009
Springer
14 years 5 months ago
2009
Springer
Energy functional minimization is a popular technique for medical image segmentation. The segmentation must be initialized, weights for competing terms of an energy functional must...
SIAMJO
2008
13 years 10 months ago
2008
A new active set algorithm for minimizing quadratic functions with separable convex constraints is proposed by combining the conjugate gradient method with the projected gradient. ...
JCO
2006
13 years 10 months ago
2006
Consider the problem of partitioning n nonnegative numbers into p parts, where part i can be assigned ni numbers with ni lying in a given range. The goal is to maximize a Schur con...