Solving High-Order Portfolios via Successive Convex Approximation Algorithms.
Rui ZhouDaniel P. PalomarPublished in: IEEE Trans. Signal Process. (2021)
Keyphrases
- high order
- approximation algorithms
- quadratic program
- np hard
- higher order
- special case
- vertex cover
- worst case
- low order
- minimum cost
- network design problem
- approximation schemes
- constant factor
- approximation ratio
- low rank
- undirected graph
- lower order
- strongly np hard
- set cover
- randomized algorithms
- polynomial time approximation
- open shop
- primal dual
- convex optimization
- convex hull
- pairwise
- prediction accuracy
- computer vision
- upper bound
- bayesian logistic regression
- approximation guarantees
- integer program
- convex functions
- linear constraints
- markov random field