The following pages link to (Q3188047):
Displaying 5 items.
- Adaptive primal-dual stochastic gradient method for expectation-constrained convex stochastic programs (Q2146450) (← links)
- Approximation, characterization, and continuity of multivariate monotonic regression functions (Q5083440) (← links)
- Learning Optimized Risk Scores (Q5214243) (← links)
- Optimization with Non-Differentiable Constraints with Applications to Fairness, Recall, Churn, and Other Goals (Q5214272) (← links)
- DSOS and SDSOS Optimization: More Tractable Alternatives to Sum of Squares and Semidefinite Optimization (Q5382573) (← links)
