Constraint programming is a powerful paradigm that offers many different strategies for solving problems. Choosing a good strategy is difficult; choosing a poor strategy wastes r...
Cormac Gebruers, Brahim Hnich, Derek G. Bridge, Eu...
We use convex relaxation techniques to produce lower bounds on the optimal value of subset selection problems and generate good approximate solutions. We then explicitly bound the...
Francis Bach, Selin Damla Ahipasaoglu, Alexandre d...
In this paper, a new convex matching pursuit scheme is proposed for tackling large-scale sparse coding and subset selection problems. In contrast with current matching pursuit alg...
Mingkui Tan, Ivor W. Tsang, Li Wang, Xinming Zhang
We consider multi-period portfolio selection problems for a decision maker with a specified utility function when the variance of security returns is described by a discrete time ...
Identifying a subset of features that preserves classification accuracy is a problem of growing importance, because of the increasing size and dimensionality of real-world data se...