In many applications it is desirable to learn from several kernels. "Multiple kernel learning" (MKL) allows the practitioner to optimize over linear combinations of kern...
Portfolio selection is a relevant problem arising in finance and economics. While its basic formulations can be efficiently solved through linear or quadratic programming, its mor...
Luca Di Gaspero, Giacomo di Tollo, Andrea Roli, An...
There are many applications related to singly linearly constrained quadratic programs subjected to upper and lower bounds. In this paper, a new algorithm based on secant approximat...
This paper introduces a semi-supervised distance metric learning algorithm which uses pair-wise equivalence (similarity and dissimilarity) constraints to improve the original dist...
This paper proposes a novel method called FLGP to construct a classifier device of capability in feature selection and feature extraction. FLGP is developed with layered genetic p...