11 citations · 12 across the 3 of their papers we have counts for
7 papers
Portfolio Selection by Joint Estimation-Robustness Optimization with the Return and Risk Constraints
Yingxiao Wang, Lingchen Kong, Selin D. Ahipasaoglu +1
In answering the main criticism of the classical robust optimization that the size of the uncertainty set has to be determined beforehand, a recently proposed Joint Estimation and…
A column generation approach to exact experimental design
Selin Ahipasaoglu, Stefano Cipolla, Jacek Gondzio
In this work, we address the exact D-optimal experimental design problem by proposing an efficient algorithm that rapidly identifies the support of its continuous relaxation. Our m…
Extremal Probability Bounds in Combinatorial Optimization
Divya Padmanabhan, Selin Damla Ahipasaoglu, Arjun Ramachandra +1
In this paper, we compute the tightest possible bounds on the probability that the optimal value of a combinatorial optimization problem in maximization form with a random objectiv…
A First-Order Algorithm for the A-Optimal Experimental Design Problem: A Mathematical Programming Approach
Selin Damla Ahipasaoglu
We develop and analyse a first-order algorithm for the A-optimal experimental design problem. The problem is first presented as a special case of a parametric family of optimal des…
TOP-SPIN: TOPic discovery via Sparse Principal component INterference
Martin Takáč, Selin Damla Ahipaşaoğlu, Ngai-Man Cheung +1
We propose a novel topic discovery algorithm for unlabeled images based on the bag-of-words (BoW) framework. We first extract a dictionary of visual words and subsequently for each…
Alternating Maximization: Unifying Framework for 8 Sparse PCA Formulations and Efficient Parallel Codes
Peter Richtárik, Majid Jahani, Selin Damla Ahipaşaoğlu +1
Given a multivariate data set, sparse principal component analysis (SPCA) aims to extract several linear combinations of the variables that together explain the variance in the dat…