22 citations · 24 across the 10 of their papers we have counts for
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stat.ML2017
Calibration of Distributionally Robust Empirical Optimization Models
Jun-Ya Gotoh, Michael Jong Kim, Andrew E. B. Lim
We study the out-of-sample properties of robust empirical optimization problems with smooth -divergence penalties and smooth concave objective functions, and develop a theory fo…
math.OC2017★ 22 cited
Efficient DC Algorithm for Constrained Sparse Optimization
Katsuya Tono, Akiko Takeda, Jun-ya Gotoh
We address the minimization of a smooth objective function under an -constraint and simple convex constraints. When the problem has no constraints except the -const…