Fast Rates for Contextual Linear Optimization.
Yichun HuNathan KallusXiaojie MaoPublished in: Manag. Sci. (2022)
Keyphrases
- contextual information
- optimization process
- optimization problems
- global optimization
- data mining
- optimization algorithm
- joint optimization
- semidefinite
- quadratic programming
- cost function
- optimization method
- optimal design
- discrete optimization
- artificial intelligence
- real world
- highly non linear
- closed form
- linear systems
- stochastic gradient
- optimization procedure
- piecewise linear
- conjugate gradient method
- constrained optimization
- context dependent
- real time
- sufficient conditions
- linear programming
- support vector
- optimal solution
- image sequences
- feature selection
- computer vision
- neural network
- data sets