Abstract. We present results about minimization of convex functionals defined over a finite set of vectors in a finite dimensional Hilbert space, that extend several known results ...
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...
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. ...
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...