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» A Shadow Simplex Method for Infinite Linear Programs
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99
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ML
2002
ACM
167views Machine Learning» more  ML 2002»
14 years 9 months ago
Linear Programming Boosting via Column Generation
We examine linear program (LP) approaches to boosting and demonstrate their efficient solution using LPBoost, a column generation based simplex method. We formulate the problem as...
Ayhan Demiriz, Kristin P. Bennett, John Shawe-Tayl...
AUTOMATICA
2007
103views more  AUTOMATICA 2007»
14 years 9 months ago
Lexicographic perturbation for multiparametric linear programming with applications to control
Optimal control problems for constrained linear systems with a linear cost can be posed as multiparametric linear programs with a parameter in the cost, or equivalently the right-...
Colin Neil Jones, Eric C. Kerrigan, Jan M. Maciejo...
AISS
2010
137views more  AISS 2010»
14 years 7 months ago
Mathematical Multi-objective Model for the selection of a portfolio of investment in the Mexican Stock Market
A mathematical multi objective model for the selection of a portfolio of investment is presented and its application in the Mexican Stock Exchange (BMV). The multi objective model...
José Crispín Zavala Díaz, Mar...
POPL
2007
ACM
15 years 9 months ago
Lazy multivariate higher-order forward-mode AD
A method is presented for computing all higher-order partial derivatives of a multivariate function Rn R. This method works by evaluating the function under a nonstandard interpre...
Barak A. Pearlmutter, Jeffrey Mark Siskind
84
Voted
SIAMJO
2000
113views more  SIAMJO 2000»
14 years 9 months ago
Cones of Matrices and Successive Convex Relaxations of Nonconvex Sets
Let F be a compact subset of the n-dimensional Euclidean space Rn represented by (finitely or infinitely many) quadratic inequalities. We propose two methods, one based on successi...
Masakazu Kojima, Levent Tunçel