3 citations · 12 across the 15 of their papers we have counts for
4 papers · 2 filters
Decomposition-Coordination Method for Finite Horizon Bandit Problems
Michel de Lara, Benjamin Heymann, Jean-Philippe Chancelier
Optimally solving a multi-armed bandit problem suffers the curse of dimensionality. Indeed, resorting to dynamic programming leads to an exponential growth of computing time, as th…
Best Convex Lower Approximations of the l 0 Pseudonorm on Unit Balls
Thomas Bittar, Jean-Philippe Chancelier, Michel de Lara
Whereas the norm of a vector measures amplitude (and is a 1-homogeneous function), sparsity is measured by the 0-homogeneous l0 pseudonorm, which counts the number of nonzero compo…
Conditional Infimum and Hidden Convexity in Optimization
Jean-Philippe Chancelier, Michel de Lara
Detecting hidden convexity is one of the tools to address nonconvex minimization problems. After giving a formal definition of hidden convexity, we introduce the notion of conditio…
A Fresh Geometrical Look at the General S-Procedure
Michel de Lara, Jean-Baptiste Hiriart-Urruty
We revisit the S-procedure for general functions with "geometrical glasses". We thus delineate a necessary condition, and almost a sufficient condition, to have the S-procedure val…