Akiko Takeda

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Person:208982

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zbMath Open takeda.akikoMaRDI QIDQ208982

List of research outcomes





PublicationDate of PublicationType
Convergence error analysis of reflected gradient Langevin dynamics for non-convex constrained optimization2025-01-27Paper
Approximate Bregman proximal gradient algorithm for relatively smooth nonconvex optimization2025-01-20Paper
Stable linear system identification with prior knowledge by Riemannian sequential quadratic optimization2024-07-21Paper
Parameter-free accelerated gradient descent for nonconvex minimization2024-06-25Paper
Approximate Bregman Proximal Gradient Algorithm for Relatively Smooth Nonconvex Optimization2023-11-13Paper
Computing local minimizers in polynomial optimization under genericity conditions2023-11-01Paper
Doubly majorized algorithm for sparsity-inducing optimization problems with regularizer-compatible constraints2023-10-19Paper
Complexity analysis of interior-point methods for second-order stationary points of nonlinear semidefinite optimization problems2023-10-19Paper
A study on modularity density maximization: column generation acceleration and computational complexity analysis2023-07-10Paper
Randomized subspace gradient method for constrained optimization2023-07-06Paper
Majorization-minimization-based Levenberg-Marquardt method for constrained nonlinear least squares2023-04-17Paper
Random projections of linear and semidefinite problems with linear inequalities2023-03-09Paper
https://portal.mardi4nfdi.de/entity/Q50532672022-12-06Paper
Perturbed iterate SGD for Lipschitz continuous loss functions2022-11-07Paper
Riemannian Levenberg-Marquardt Method with Global and Local Convergence Properties2022-10-01Paper
Data-Driven Structured Noise Filtering via Common Dynamics Estimation2022-09-23Paper
Sequential Quadratic Optimization for Nonlinear Optimization Problems on Riemannian Manifolds2022-05-31Paper
Convexification with Bounded Gap for Randomly Projected Quadratic Optimization2022-05-31Paper
An inexact successive quadratic approximation method for a class of difference-of-convex optimization problems2022-04-12Paper
Single Loop Gaussian Homotopy Method for Non-convex Optimization2022-03-10Paper
Stable Linear System Identification with Prior Knowledge by Riemannian Sequential Quadratic Optimization2021-12-28Paper
Bilevel Optimization of Regularization Hyperparameters in Machine Learning2021-12-08Paper
Unified Smoothing Approach for Best Hyperparameter Selection Problem Using a Bilevel Optimization Strategy2021-10-25Paper
https://portal.mardi4nfdi.de/entity/Q49990882021-07-09Paper
Generalized Subdifferentials of Spectral Functions over Euclidean Jordan Algebras2021-02-04Paper
A Hybrid Penalty Method for a Class of Optimization Problems with Multiple Rank Constraints2021-01-26Paper
Theory and Algorithms for Shapelet-Based Multiple-Instance Learning2020-11-02Paper
Primal-dual subgradient method for constrained convex optimization problems2020-09-27Paper
Random projection of Linear and Semidefinite problem with linear inequalities2020-07-01Paper
Algorithm 9962020-04-24Paper
Perturbed Iterate SGD for Lipschitz Continuous Loss Functions2020-03-17Paper
Robust Bayesian model selection for variable clustering with the Gaussian graphical model2020-02-26Paper
Controllability maximization of large-scale systems using projected gradient method2020-02-11Paper
Robustness of learning algorithms using hinge loss with outlier indicators2020-02-03Paper
A successive difference-of-convex approximation method for a class of nonconvex nonsmooth optimization problems2019-06-26Paper
Extended Robust Support Vector Machine Based on Financial Risk Minimization2019-06-20Paper
A refined convergence analysis of \(\mathrm{pDCA}_{e}\) with applications to simultaneous sparse recovery and outlier detection2019-06-13Paper
DC Algorithm for Extended Robust Support Vector Machine2019-06-06Paper
Stochastic Proximal Methods for Non-Smooth Non-Convex Constrained Sparse Optimization2019-05-23Paper
Simple Stochastic Gradient Methods for Non-Smooth Non-Convex Regularized Optimization2019-01-24Paper
Equivalences and differences in conic relaxations of combinatorial quadratic optimization problems2018-12-27Paper
Successive Lagrangian relaxation algorithm for nonconvex quadratic optimization2018-07-18Paper
On $\ell_p$-hyperparameter Learning via Bilevel Nonsmooth Optimization2018-06-05Paper
DC formulations and algorithms for sparse optimization problems2018-05-16Paper
https://portal.mardi4nfdi.de/entity/Q53612792017-09-27Paper
Exact Semidefinite Programming Relaxations with Truncated Moment Matrix for Binary Polynomial Optimization Problems2017-05-30Paper
Solving the Trust-Region Subproblem By a Generalized Eigenvalue Problem2017-03-01Paper
Efficient DC Algorithm for Constrained Sparse Optimization2017-01-30Paper
Solving generalized CDT problems via two-parameter eigenvalues2016-09-02Paper
Optimizing over coherent risk measures and non-convexities: a robust mixed integer optimization approach2016-01-07Paper
Computing the Signed Distance Between Overlapping Ellipsoids2015-11-25Paper
Using financial risk measures for analyzing generalization performance of machine learning models2015-11-06Paper
Interaction between financial risk measures and machine learning methods2015-07-21Paper
Numerical study of learning algorithms on Stiefel manifold2015-07-21Paper
https://portal.mardi4nfdi.de/entity/Q29338492014-12-08Paper
Simultaneous pursuit of out-of-sample performance and sparsity in index tracking portfolios2014-10-06Paper
Robust portfolio techniques for mitigating the fragility of CVaR minimization and generalization to coherent risk measures2014-01-23Paper
A New Dynamic Pricing Model based on Convex Hull Pricing2013-10-18Paper
A Unified Classification Model Based on Robust Optimization2013-08-07Paper
Minimizing loss probability bounds for portfolio selection2012-08-16Paper
Worst-case violation of sampled convex programs for optimization with uncertainty2012-04-27Paper
On the role of norm constraints in portfolio selection2011-11-15Paper
A relaxation algorithm with a probabilistic guarantee for robust deviation optimization2010-10-08Paper
On generalization performance and non-convex optimization of extended \(\nu \)-support vector machine2009-10-23Paper
Conditional minimum volume ellipsoid with application to multiclass discrimination2009-10-09Paper
A robust approach based on conditional value-at-risk measure to statistical learning problems2009-06-30Paper
https://portal.mardi4nfdi.de/entity/Q36192822009-04-03Paper
https://portal.mardi4nfdi.de/entity/Q35143762008-07-21Paper
Adjustable robust optimization models for a nonlinear two-period system2008-04-14Paper
Dynamic enumeration of all mixed cells2007-04-26Paper
https://portal.mardi4nfdi.de/entity/Q54621892005-08-01Paper
SOLVING LARGE SCALE OPTIMIZATION PROBLEMS VIA GRID AND CLUSTER COMPUTING(<Special Issue>Network Design, Control and Optimization)2005-04-23Paper
PHoM -- a polyhedral homotopy continuation method for polynomial systems2005-02-11Paper
ENUMERATION OF ALL SOLUTIONS OF A COMBINATORIAL LINEAR INEQUALITY SYSTEM ARISING FROM THE POLYHEDRAL HOMOTOPY CONTINUATION METHOD2003-08-25Paper
Parallel implementation of successive convex relaxation methods for quadratic optimization problems2003-06-18Paper
https://portal.mardi4nfdi.de/entity/Q47904602003-05-12Paper
On measuring the inefficiency with the inner-product norm in data envelopment analysis2002-04-02Paper
Successive convex relaxation approach to bilevel quadratic optimization problems2001-12-18Paper
Complexity analysis of successive convex relaxation methods for nonconvex sets.2001-11-26Paper
A combinatorial problem arising from polyhedral homotopies for solving polynomial systems2001-09-23Paper
https://portal.mardi4nfdi.de/entity/Q45272052001-04-26Paper
Accelerated-gradient-based generalized Levenberg--Marquardt method with oracle complexity bound and local quadratic convergenceN/APaper
Randomized subspace regularized Newton method for unconstrained non-convex optimizationN/APaper
Parameter-free accelerated gradient descent for nonconvex minimizationN/APaper
"Universal heavy-ball method for nonconvex optimization under H\""older continuous Hessians"N/APaper
Stochastic Approach for Price Optimization Problems with Decision-dependent UncertaintyN/APaper
Zeroth-order Random Subspace Algorithm for Non-smooth Convex OptimizationN/APaper
Theoretical smoothing frameworks for general nonsmooth bilevel problemsN/APaper
Prediction-Correction Algorithm for Time-Varying Smooth Non-Convex OptimizationN/APaper

Research outcomes over time

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