Fast gradient descent method for Mean-CVaR optimization.
Garud IyengarAlfred Ka Chun MaPublished in: Ann. Oper. Res. (2013)
Keyphrases
- high accuracy
- optimization method
- cost function
- preprocessing
- detection method
- least squares
- optimization process
- segmentation method
- synthetic data
- support vector machine svm
- neural network
- computational cost
- experimental evaluation
- objective function
- probabilistic model
- optimization algorithm
- multi objective
- artificial neural networks
- support vector
- combinatorial optimization
- convergence rate
- genetic algorithm