Semiconvex regression for metamodeling-based optimization

DOI10.1137/130907070MaRDI QIDQ3192092zbMATH OpenOpenAlexFDO

Authors Lauren Hannah, Warren Powell, David Dunson

Publication date 26 September 2014

Published in SIAM Journal on Optimization (Search for Journal in Brave)

Full work available at URL https://semanticscholar.org/paper/99aebb43e63992206d06d2c5daf4341ffd211d29

zbMATH Keywords

asymptotic propertiesmachine learningmetamodelingmultivariate convex functionsnonparametric regressionsimulation optimization

Mathematics Subject Classification ID

Nonparametric estimation (62G05) Learning and adaptive systems in artificial intelligence (68T05) Stochastic programming (90C15)

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Cited in

(3)

• ANOVA-MOP: ANOVA decomposition for multiobjective optimization
• Sparse Convex Regression
• Sparse convex quantile regression: a generalized Benders decomposition approach

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