This paper reviews the recent surge of interest in convex optimization in a context of pattern recognition and machine learning. The main thesis of this paper is that the design of...
Kristiaan Pelckmans, Johan A. K. Suykens, Bart De ...
This paper concerns a fractional function of the form xT a/ xT Bx, where B is positive definite. We consider the game of choosing x from a convex set, to maximize the function, an...
Both optimization and learning play important roles in a system for intelligent tasks. On one hand, we introduce three types of optimization tasks studied in the machine learning l...
We extend the well-known BFGS quasi-Newton method and its memory-limited variant LBFGS to the optimization of nonsmooth convex objectives. This is done in a rigorous fashion by ge...