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» A Shadow Simplex Method for Infinite Linear Programs
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ML
2002
ACM
167views Machine Learning» more  ML 2002»
14 years 11 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...
95
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AUTOMATICA
2007
103views more  AUTOMATICA 2007»
14 years 11 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 9 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 12 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
SIAMJO
2000
113views more  SIAMJO 2000»
14 years 11 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