Pages that link to "Item:Q2414912"

The following pages link to Submodular functions: from discrete to continuous domains (Q2414912):

Displaying 17 items.

• Stochastic block-coordinate gradient projection algorithms for submodular maximization (Q1723100) (← links)
• Robust budget allocation via continuous submodular functions (Q2019911) (← links)
• A 1/2-approximation algorithm for maximizing a non-monotone weak-submodular function on a bounded integer lattice (Q2175059) (← links)
• Dependence in elliptical partial correlation graphs (Q2233572) (← links)
• Non-convex isotonic regression via the Myersonian approach (Q2244532) (← links)
• The equivalence of optimal perspective formulation and Shor's SDP for quadratic programs with indicator variables (Q2670502) (← links)
• Linear-step solvability of some folded concave and singly-parametric sparse optimization problems (Q2693645) (← links)
• A Survey on Double Greedy Algorithms for Maximizing Non-monotone Submodular Functions (Q3297828) (← links)
• Lifting the Convex Conjugate in Lagrangian Relaxations: A Tractable Approach for Continuous Markov Random Fields (Q5043730) (← links)
• Distributionally Robust Linear and Discrete Optimization with Marginals (Q5095178) (← links)
• Stochastic Conditional Gradient++: (Non)Convex Minimization and Continuous Submodular Maximization (Q5148398) (← links)
• \(2 \times 2\)-convexifications for convex quadratic optimization with indicator variables (Q6052055) (← links)
• Equilibrium of individual concern-critical influence maximization in virtual and real blending network (Q6077083) (← links)
• The Frank-Wolfe algorithm: a short introduction (Q6118086) (← links)
• On the convex hull of convex quadratic optimization problems with indicators (Q6120854) (← links)
• Supermodularity and valid inequalities for quadratic optimization with indicators (Q6165587) (← links)
• Stochastic Variance Reduction for DR-Submodular Maximization (Q6492081) (← links)