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129
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SIAMJO
2008
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SIAMJO 2008
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A Minimax Theorem with Applications to Machine Learning, Signal Processing, and Finance
15 years 2 months ago
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www.stanford.edu
This paper concerns a fractional function of the form xT a/ xT Bx, where B is positive definite. We consider the game of choosing x from a convex set, to maximize the function, an...
Seung-Jean Kim, Stephen P. Boyd
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