Pages that link to "Item:Q2358020"
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The following pages link to Variations and extension of the convex-concave procedure (Q2358020):
Displaying 33 items.
- Linear biomarker combination for constrained classification (Q66424) (← links)
- Antagonistic control (Q730107) (← links)
- Robust truss topology optimization via semidefinite programming with complementarity constraints: a difference-of-convex programming approach (Q1616936) (← links)
- DC decomposition of nonconvex polynomials with algebraic techniques (Q1749445) (← links)
- Support points (Q1991669) (← links)
- Lagrangian approximations for stochastic reachability of a target tube (Q2021292) (← links)
- A bundle method for nonsmooth DC programming with application to chance-constrained problems (Q2028493) (← links)
- Minimax robust designs for regression models with heteroscedastic errors (Q2075031) (← links)
- Solving certain complementarity problems in power markets via convex programming (Q2085814) (← links)
- Exact penalty functions with multidimensional penalty parameter and adaptive penalty updates (Q2128773) (← links)
- DC semidefinite programming and cone constrained DC optimization. I: Theory (Q2149953) (← links)
- Revisiting strategies for fitting logistic regression for positive and unlabeled data (Q2162143) (← links)
- Suppression of vertical plasma displacements by control system of plasma unstable vertical position in D-shaped tokamak (Q2168242) (← links)
- Oscillations in mixed-feedback systems (Q2169789) (← links)
- Minimax D-optimal designs for multivariate regression models with multi-factors (Q2189106) (← links)
- Sparsity-promoting optimal control of cyber-physical systems over shared communication networks (Q2208539) (← links)
- Perceptron ranking using interval labels with ramp loss for online ordinal regression (Q2217053) (← links)
- Minimizing a sum of clipped convex functions (Q2228412) (← links)
- Optimal portfolio deleveraging under market impact and margin restrictions (Q2240011) (← links)
- On indefinite quadratic optimization over the intersection of balls and linear constraints (Q2671444) (← links)
- MIMO PID tuning via iterated LMI restriction (Q2817329) (← links)
- Ghost Penalties in Nonconvex Constrained Optimization: Diminishing Stepsizes and Iteration Complexity (Q5000647) (← links)
- Disjoint Bilinear Optimization: A Two-Stage Robust Optimization Perspective (Q5057987) (← links)
- An Algorithm for Maximizing a Convex Function Based on Its Minimum (Q5060795) (← links)
- Convex Maximization via Adjustable Robust Optimization (Q5106408) (← links)
- Estimating individualized treatment rules with risk constraint (Q6047773) (← links)
- Constraint reformulations for set point optimization problems using fuzzy cognitive map models (Q6053732) (← links)
- Block sparse signal recovery via minimizing the block \(q\)-ratio sparsity (Q6056243) (← links)
- Minimax A‐, c‐, and I‐optimal regression designs for models with heteroscedastic errors (Q6059444) (← links)
- A new global algorithm for factor-risk-constrained mean-variance portfolio selection (Q6064034) (← links)
- Robust support vector quantile regression with truncated pinball loss (RSVQR) (Q6080392) (← links)
- Optimized data rate allocation for dynamic sensor fusion over resource constrained communication networks (Q6177346) (← links)
- Effective algorithms for optimal portfolio deleveraging problem with cross impact (Q6178391) (← links)
