2 papers
math.OC2025
Rank-one convexification for quadratic optimization problems with step function penalties
Soobin Choi, Valentina Cepeda, Andres Gomez +1
We investigate convexification for convex quadratic optimization with step function penalties. Such problems can be cast as mixed-integer quadratic optimization problems, where bin…
cs.LG2024
Robust support vector machines via conic optimization
Valentina Cepeda, Andrés Gómez, Shaoning Han
We consider the problem of learning support vector machines robust to uncertainty. It has been established in the literature that typical loss functions, including the hinge loss,…