Minimizing measures of risk by saddle point conditions.

Alejandro Balbás Beatriz Balbás Raquel Balbás

Published in: J. Comput. Appl. Math. (2010)

Keyphrases

saddle point
convex concave
sufficient conditions
maximum margin
variational inequalities
primal dual
markov networks
penalty function
dynamic programming
linear programming
numerical methods
structured prediction