Conditional value-at-risk: optimization algorithms and applications.
Stanislav UryasevPublished in: CIFEr (2000)
Keyphrases
- optimization problems
- discrete optimization
- combinatorial optimization
- machine learning
- computational cost
- optimization methods
- theoretical analysis
- recently developed
- orders of magnitude
- approximately optimal
- efficient optimization
- numerical optimization
- graph theory
- times faster
- optimization algorithm
- evolutionary algorithm
- data structure
- benchmark datasets
- global optimization
- convergence rate
- computationally efficient
- multi objective
- optimization procedure
- optimization strategies
- optimization approaches
- feature selection
- data sets