The goal of this course is to investigate in-depth and to develop expert knowledge in the theory and algorithms for convex optimization. This course will provide a rigorous introduction to the rich ...

Abstract. We consider sensitivity functionals and Lagrange multiplier method for solving finite dimensional convex optimization problem.An analysis based on this property is also applied for ...

This course discusses basic convex analysis (convex sets, functions, and optimization problems), optimization theory (linear, quadratic, semidefinite, and geometric programming; optimality conditions ...

where \(\mathsf{G}(\cdot)\) is some convex operator and \(\mathcal{F}\) is as set of feasible input distributions. Examples of such an optimization problem include finding capacity in information ...

This is a preview. Log in through your library . Abstract We apply conjugate duality to establish the existence of optimal portfolios in an assetallocation problem, with the goal of minimizing the ...

The research of the systems and controls group is grounded on analytical foundations provided by various mathematical disciplines, such as control theory, optimization theory, dynamic systems and ...

RIKEN Center for Advanced Intelligence Project (AIP) houses more than 40 research teams ranging from fundamentals of machine learning and optimization, applications in medicine, materials, and ...