A regularized smoothing method for fully parameterized convex problems with applications to convex and nonconvex two-stage stochastic programming.
Pedro BorgesClaudia A. SagastizábalMikhail V. SolodovPublished in: Math. Program. (2021)
Keyphrases
- cost function
- objective function
- fractional programming
- semi definite programming
- convex relaxation
- pairwise
- dynamic programming
- optimization problems
- filtering method
- convex optimization
- global optimization
- linear programming
- probabilistic model
- feature selection
- least squares
- semi supervised
- quadratic optimization problems