Sciweavers

548 search results - page 8 / 110
» Optimization of Convex Risk Functions
Sort
View
EOR
2007
80views more  EOR 2007»
13 years 10 months ago
Coherent risk measures in inventory problems
We analyze an extension of the classical multi-period, single-item, linear cost inventory problem where the objective function is a coherent risk measure. Properties of coherent r...
Shabbir Ahmed, Ulas Çakmak, Alexander Shapi...
JMLR
2010
91views more  JMLR 2010»
13 years 5 months ago
Convexity of Proper Composite Binary Losses
A composite loss assigns a penalty to a realvalued prediction by associating the prediction with a probability via a link function then applying a class probability estimation (CP...
Mark D. Reid, Robert C. Williamson
EOR
2010
160views more  EOR 2010»
13 years 10 months ago
A modified alternating direction method for convex quadratically constrained quadratic semidefinite programs
We propose a modified alternate direction method for solving convex quadratically constrained quadratic semidefinite optimization problems. The method is a first-order method, the...
Jie Sun, Su Zhang
CORR
2010
Springer
70views Education» more  CORR 2010»
13 years 10 months ago
Structured sparsity-inducing norms through submodular functions
Sparse methods for supervised learning aim at finding good linear predictors from as few variables as possible, i.e., with small cardinality of their supports. This combinatorial ...
Francis Bach
AUTOMATICA
2005
136views more  AUTOMATICA 2005»
13 years 10 months ago
Conjugate Lyapunov functions for saturated linear systems
Based on a recent duality theory for linear differential inclusions (LDIs), the condition for stability of an LDI in terms of one Lyapunov function can be easily derived from that...
Tingshu Hu, Rafal Goebel, Andrew R. Teel, Zongli L...