Random Convex Programs with $L_1$-Regularization: Sparsity and Generalization

DOI10.1137/110856204zbMath1295.90023OpenAlexW2033166687MaRDI QIDQ2873845

Algo Carè, Marco C. Campi

Publication date: 27 January 2014

Published in: SIAM Journal on Control and Optimization (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1137/110856204

zbMATH Keywords

convex optimizationrobustnesssparsityscenario optimizationrandom programs\(L_1\)-regularization

Mathematics Subject Classification ID

Convex programming (90C25) Stochastic programming (90C15) Semi-infinite programming (90C34)

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