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Robust Convex Optimization

Mathematics of Operations Research, 1998
We study convex optimization problems for which the data is not specified exactly and it is only known to belong to a given uncertainty set U, yet the constraints must hold for all possible values of the data from U. The ensuing optimization problem is called robust optimization. In this paper we lay the foundation of robust convex optimization.
Arkadi Nemirovski
exaly   +4 more sources

An online convex optimization-based framework for convex bilevel optimization

Mathematical Programming, 2022
zbMATH Open Web Interface contents unavailable due to conflicting licenses.
Lingqing Shen   +2 more
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Convex programming for disjunctive convex optimization

Mathematical Programming, 1999
zbMATH Open Web Interface contents unavailable due to conflicting licenses.
Sebastián Ceria, João Soares
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Group-Sparse Signal Denoising: Non-Convex Regularization, Convex Optimization

open access: yesIEEE Transactions on Signal Processing, 2014
—Convex optimization with sparsity-promoting con-vex regularization is a standard approach for estimating sparse signals in noise. In order to promote sparsity more strongly than convex regularization, it is also standard practice to employ non-convex ...
Ivan Selesnick, Po-Yu Chen
exaly   +1 more source

Convex optimization theory

Optimization Methods and Software, 2010
Convex optimization theory, by Dimitri P. Bertsekas, Athena Scientific, June 2009, 256 pp., $59.00 (hardcover), ISBN: 1-886529-31-0, 978-1-886529-31-1 The textbook, Convex Optimization Theory (Athe...
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Convexity in Non-convex Optimizations of Streaming Applications

2012 IEEE 18th International Conference on Parallel and Distributed Systems, 2012
Streaming data applications are frequently pipelined and deployed on application-specific systems to meet performance requirements and resource constraints. Typically, there are several design parameters in the algorithms and architectures used that impact the application performance as well as resource utilization. Efficient exploration of this design
Shobana Padmanabhan   +2 more
openaire   +2 more sources

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