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Upper Bounds on the Expected Value of a Convex Function Using Gradient and Conjugate Function Information.

John R. BirgeMarc Teboulle
Published in: Math. Oper. Res. (1989)
Keyphrases
  • upper bound
  • convex functions
  • machine learning
  • bayesian networks
  • multiscale
  • special case
  • piecewise linear
  • exact penalty