espace: Recent submissions
Now showing items 2801-2810 of 75883
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(2007)A nonconvex quadratic classifier is proposed for pattern recognition. The classifier is obtained by solving a second-order cone optimization problem on the training data set. Numerical results are presented to compare ...
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(2010)We study an n-person Nash-Cournot game with incomplete information, in which the opponents' strategies are only known in a perturbed set and the players try to minimize their worst-case costs, which can vary due to data ...
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(2019)A model of a two-stage N-person noncooperative game under uncertainty is studied, in which at the first stage each player solves a quadratic program parameterized by other players’ decisions and then at the second stage ...
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(2020)Euler’s elastica-based unsupervised segmentation models have strong capability of completing the missing boundaries for existing objects in a clean image, but they are not working well for noisy images. This paper aims ...
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(2020)Spectral operators of matrices proposed recently in [C. Ding, D. F. Sun, J. Sun, and K. C. Toh, Math. Program., 168 (2018), pp. 509{531] are a class of matrix-valued functions, which map matrices to matrices by applying ...
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(2020)With the help of a logarithmic barrier augmented Lagrangian function, we can obtain closed-form solutions of slack variables of logarithmicbarrier problems of nonlinear programs. As a result, a two-parameter primaldual ...
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(2020)This paper begins with a study on the dual representations of risk and regret measures and their impact on modeling multistage decision making under uncertainty. A relationship between risk envelopes and regret envelopes ...
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(2020)Lagrangian variational inequalities feature both primal and dual elements in expressing first-order conditions for optimality in a wide variety of settings where “multipliers” in a very general sense need to be brought ...
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(2020)This study relaxes the distributional assumption of the return of the risky asset, to arrive at the optimal portfolio. Studies of portfolio selection models have typically assumed that stock returns conform to the normal ...