Our problem of interest consists of minimizing a separable, convex and differentiable function over a convex set, defined by bounds on the variables and an explicit constraint des...
In this paper, we show the optimality of a certain class of disturbance-affine control policies in the context of one-dimensional, constrained, multi-stage robust optimization. Ou...
Dimitris Bertsimas, Dan Andrei Iancu, Pablo A. Par...
Automated feature discovery is a fundamental problem in machine learning. Although classical feature discovery methods do not guarantee optimal solutions in general, it has been r...
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. ...