2 papers
stat.CO2020
Sparse Regression at Scale: Branch-and-Bound rooted in First-Order Optimization
Hussein Hazimeh, Rahul Mazumder, Ali Saab
We consider the least squares regression problem, penalized with a combination of the and squared penalty functions (a.k.a. regularization). R…
math.OC2018
Robust Designs via Geometric Programming
Ali Saab, Edward Burnell, Warren W. Hoburg
An approximate formulation of a robust geometric program (RGP) as a convex program is proposed. Interest in using geometric programs (GPs) to model complex engineering systems has…