A Minimax Theorem with Applications to Machine Learning, Signal Processing, and Finance
DOI10.1137/060677586zbMATH Open1175.90412OpenAlexW2070002549MaRDI QIDQ3395019FDOQ3395019
Authors: Seung-Jean Kim, Stephen Boyd 
Publication date: 20 August 2009
Published in: SIAM Journal on Optimization (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1137/060677586
Recommendations
Numerical mathematical programming methods (65K05) Convex programming (90C25) Portfolio theory (91G10) Minimax problems in mathematical programming (90C47) Other game-theoretic models (91A40)
Cited In (13)
- New primal-dual algorithms for a class of nonsmooth and nonlinear convex-concave minimax problems
- Majorization-Minimization Algorithms in Signal Processing, Communications, and Machine Learning
- Robust generalized eigenvalue classifier with ellipsoidal uncertainty
- Distributed convergence to Nash equilibria in two-network zero-sum games
- Data-driven distributionally robust risk parity portfolio optimization
- Matrix support functionals for inverse problems, regularization, and learning
- Convex optimization for group feature selection in networked data
- Two-timescale recurrent neural networks for distributed minimax optimization
- Linear models based on noisy data and the Frisch scheme
- Robust Rayleigh quotient minimization and nonlinear eigenvalue problems
- Portfolio concentration, portfolio inertia, and ambiguous correlation
- Regularized robust optimization: the optimal portfolio execution case
- A survey of nonlinear robust optimization
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