The following pages link to Akiko Takeda (Q208982):
Displaying 50 items.
- Minimizing loss probability bounds for portfolio selection (Q439383) (← links)
- On the role of norm constraints in portfolio selection (Q645500) (← links)
- A relaxation algorithm with a probabilistic guarantee for robust deviation optimization (Q707779) (← links)
- Successive Lagrangian relaxation algorithm for nonconvex quadratic optimization (Q721146) (← links)
- Conditional minimum volume ellipsoid with application to multiclass discrimination (Q732238) (← links)
- Simultaneous pursuit of out-of-sample performance and sparsity in index tracking portfolios (Q744224) (← links)
- Dynamic enumeration of all mixed cells (Q878389) (← links)
- Using financial risk measures for analyzing generalization performance of machine learning models (Q889281) (← links)
- Optimizing over coherent risk measures and non-convexities: a robust mixed integer optimization approach (Q902084) (← links)
- A robust approach based on conditional value-at-risk measure to statistical learning problems (Q1027626) (← links)
- On generalization performance and non-convex optimization of extended \(\nu \)-support vector machine (Q1031941) (← links)
- DC formulations and algorithms for sparse optimization problems (Q1749449) (← links)
- Equivalences and differences in conic relaxations of combinatorial quadratic optimization problems (Q1756793) (← links)
- PHoM -- a polyhedral homotopy continuation method for polynomial systems (Q1763006) (← links)
- Parallel implementation of successive convex relaxation methods for quadratic optimization problems (Q1812077) (← links)
- Perturbed iterate SGD for Lipschitz continuous loss functions (Q2093279) (← links)
- An inexact successive quadratic approximation method for a class of difference-of-convex optimization problems (Q2125070) (← links)
- Robustness of learning algorithms using hinge loss with outlier indicators (Q2292231) (← links)
- Robust Bayesian model selection for variable clustering with the Gaussian graphical model (Q2302496) (← links)
- Numerical study of learning algorithms on Stiefel manifold (Q2355188) (← links)
- Interaction between financial risk measures and machine learning methods (Q2355190) (← links)
- A refined convergence analysis of \(\mathrm{pDCA}_{e}\) with applications to simultaneous sparse recovery and outlier detection (Q2419541) (← links)
- A successive difference-of-convex approximation method for a class of nonconvex nonsmooth optimization problems (Q2425176) (← links)
- Worst-case violation of sampled convex programs for optimization with uncertainty (Q2429409) (← links)
- Adjustable robust optimization models for a nonlinear two-period system (Q2481117) (← links)
- Random projections of linear and semidefinite problems with linear inequalities (Q2689146) (← links)
- Majorization-minimization-based Levenberg-Marquardt method for constrained nonlinear least squares (Q2696927) (← links)
- A combinatorial problem arising from polyhedral homotopies for solving polynomial systems (Q2742681) (← links)
- Complexity analysis of successive convex relaxation methods for nonconvex sets. (Q2757680) (← links)
- Successive convex relaxation approach to bilevel quadratic optimization problems (Q2760111) (← links)
- Solving generalized CDT problems via two-parameter eigenvalues (Q2817837) (← links)
- Robust portfolio techniques for mitigating the fragility of CVaR minimization and generalization to coherent risk measures (Q2871416) (← links)
- (Q2933849) (← links)
- Solving the Trust-Region Subproblem By a Generalized Eigenvalue Problem (Q2967610) (← links)
- Computing the Signed Distance Between Overlapping Ellipsoids (Q3454510) (← links)
- (Q3514376) (← links)
- (Q3619282) (← links)
- ENUMERATION OF ALL SOLUTIONS OF A COMBINATORIAL LINEAR INEQUALITY SYSTEM ARISING FROM THE POLYHEDRAL HOMOTOPY CONTINUATION METHOD (Q4483735) (← links)
- (Q4527205) (← links)
- SOLVING LARGE SCALE OPTIMIZATION PROBLEMS VIA GRID AND CLUSTER COMPUTING(<Special Issue>Network Design, Control and Optimization) (Q4671022) (← links)
- (Q4790460) (← links)
- Algorithm 996 (Q4960955) (← links)
- (Q4999088) (← links)
- Bilevel Optimization of Regularization Hyperparameters in Machine Learning (Q5014628) (← links)
- (Q5053267) (← links)
- Sequential Quadratic Optimization for Nonlinear Optimization Problems on Riemannian Manifolds (Q5080505) (← links)
- Convexification with Bounded Gap for Randomly Projected Quadratic Optimization (Q5080508) (← links)
- Data-Driven Structured Noise Filtering via Common Dynamics Estimation (Q5102843) (← links)
- Theory and Algorithms for Shapelet-Based Multiple-Instance Learning (Q5131159) (← links)
- A Hybrid Penalty Method for a Class of Optimization Problems with Multiple Rank Constraints (Q5146698) (← links)
