We show that maximal S-free convex sets are polyhedra when S is the set of integral points in some rational polyhedron of Rn . This result extends a theorem of Lov
Abstract. We propose a BFGS primal-dual interior point method for minimizing a convex function on a convex set defined by equality and inequality constraints. The algorithm generat...
Paul Armand, Jean Charles Gilbert, Sophie Jan-J&ea...
We consider the convex optimization problem minx{f(x) : gj(x) ≤ 0, j = 1, . . . , m} where f is convex, the feasible set K is convex and Slater’s condition holds, but the funct...
In this paper, we investigate the problem of binary classification with a reject option in which one can withhold the decision of classifying an observation at a cost lower than t...