Penalized semidefinite programming for quadratically-constrained quadratic optimization.
Ramtin MadaniMohsen KheirandishfardJavad LavaeiAlper AtamtürkPublished in: J. Glob. Optim. (2020)
Keyphrases
- semidefinite programming
- quadratically constrained quadratic
- interior point methods
- semidefinite
- linear programming
- nonlinear programming
- semi infinite
- convex optimization
- maximum likelihood
- kernel matrix
- primal dual
- kernel learning
- maximum margin
- least squares
- linear program
- loss function
- feature vectors
- model selection
- markov random field