548 search results - page 12 / 110 » Optimization of Convex Risk Functions |
139
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JMLR
2012
13 years 4 months ago
2012
Sparse additive models are families of d-variate functions with the additive decomposition f∗ = ∑j∈S f∗ j , where S is an unknown subset of cardinality s d. In this paper,...
TASLP
2010
14 years 8 months ago
2010
We introduce two new methods for the demodulation of acoustic signals by posing the problem in a convex optimization framework. This allows the parameters of the modulator and carr...
118
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SIAMJO
2000
15 years 1 months ago
2000
Abstract. We propose a BFGS primal-dual interior point method for minimizing a convex function on a convex set defined by equality and inequality constraints. The algorithm generat...
121
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CDC
2008
IEEE
15 years 8 months ago
2008
IEEE
— In this paper we develop a new dual decomposition method for optimizing a sum of convex objective functions corresponding to multiple agents but with coupled constraints. In ou...
ALGORITHMICA
2006
15 years 2 months ago
2006
For multi-criteria problems and problems with poorly characterized objective, it is often desirable to simultaneously approximate the optimum solution for a large class of objecti...