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» Universal duality in conic convex optimization
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MP
2007
76views more  MP 2007»
13 years 4 months ago
Universal duality in conic convex optimization
Given a primal-dual pair of linear programs, it is well known that if their optimal values are viewed as lying on the extended real line, then the duality gap is zero, unless both...
Simon P. Schurr, André L. Tits, Dianne P. O...
ICML
2004
IEEE
14 years 5 months ago
Multiple kernel learning, conic duality, and the SMO algorithm
While classical kernel-based classifiers are based on a single kernel, in practice it is often desirable to base classifiers on combinations of multiple kernels. Lanckriet et al. ...
Francis R. Bach, Gert R. G. Lanckriet, Michael I. ...
ORL
2006
65views more  ORL 2006»
13 years 4 months ago
Solving asymmetric variational inequalities via convex optimization
Using duality, we reformulate the asymmetric variational inequality (VI) problem over a conic region as an optimization problem. We give sufficient conditions for the convexity of...
Michele Aghassi, Dimitris Bertsimas, Georgia Perak...
MP
2008
92views more  MP 2008»
13 years 4 months ago
Invariance and efficiency of convex representations
We consider two notions for the representations of convex cones: G-representation and liftedG-representation. The former represents a convex cone as a slice of another; the latter...
Chek Beng Chua, Levent Tunçel
EOR
2010
160views more  EOR 2010»
13 years 4 months ago
A modified alternating direction method for convex quadratically constrained quadratic semidefinite programs
We propose a modified alternate direction method for solving convex quadratically constrained quadratic semidefinite optimization problems. The method is a first-order method, the...
Jie Sun, Su Zhang