548 search results - page 8 / 110 » Optimization of Convex Risk Functions |
EOR
2007
13 years 10 months ago
2007
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...
JMLR
2010
13 years 5 months ago
2010
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...
EOR
2010
13 years 10 months ago
2010
We propose a modified alternate direction method for solving convex quadratically constrained quadratic semidefinite optimization problems. The method is a first-order method, the...
CORR
2010
Springer
13 years 10 months ago
2010
Springer
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 ...
AUTOMATICA
2005
13 years 10 months ago
2005
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...