138 citations
- Universidade Federal de Santa CatarinaBR10 papers
- Northern Illinois UniversityUS9 papers
- Institut national de recherche en sciences et technologies du numériqueFR7 papers
- Instituto Nacional de Matemática Pura e AplicadaBR6 papers
- Universidade de São PauloBR6 papers
- Centre de Mathématiques Appliquées de l'École polytechniqueFR4 papers
- Centre National de la Recherche ScientifiqueFR4 papers
- École PolytechniqueFR4 papers
- Imperial College LondonGB4 papers
- Brazilian Society of Computational and Applied MathematicsBR3 papers
- Georgia Institute of TechnologyUS3 papers
- Institute of Science and Technology AustriaAT3 papers
Showing 2017 · math.OCShow all
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math.OC2017★ 6 cited
Sample average approximation with heavier tails II: localization in stochastic convex optimization and persistence results for the Lasso
Roberto I. Oliveira, Philip Thompson
``Localization'' has proven to be a valuable tool in the Statistical Learning literature as it allows sharp risk bounds in terms of the problem geometry. Localized bounds seem to b…
math.OC2017★ 2 cited
Multicut decomposition methods with cut selection for multistage stochastic programs
Michelle Bandarra, Vincent Guigues
We introduce a variant of Multicut Decomposition Algorithms (MuDA), called CuSMuDA (Cut Selection for Multicut Decomposition Algorithms), for solving multistage stochastic linear p…