Smooth Convex Approximation to the Maximum Eigenvalue Function.
Xin ChenHouduo QiLiqun QiKok Lay TeoPublished in: J. Glob. Optim. (2004)
Keyphrases
- piecewise constant
- piecewise linear
- convex functions
- continuous functions
- approximation error
- semi infinite programming
- piecewise affine
- closed form
- convex hull
- convex optimization
- convex sets
- central limit theorem
- strictly convex
- quadratic function
- linear approximation
- relative error
- support vector
- error bounds
- level set
- linear programming
- least squares
- upper bound
- dynamic programming