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Conic problems - PowerPoint PPT Presentation

Robust Optimization and Applications

Robust Optimization and Applications. Laurent El Ghaoui elghaoui@eecs.berkeley.edu IMA Tutorial, March 11, 2003. Thanks. Optimization models. Pitfalls. Robust Optimization Paradigm. Approximating a robust solution. Agenda. LP as a conic problem. Second-order cone programming.

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1.81k views • 88 slides

Robust Optimization and Applications in Machine Learning

Robust Optimization and Applications in Machine Learning. Laurent El Ghaoui SAC Capital and UC Berkeley elghaoui@eecs.berkeley.edu IMS Tutorial, N.U. Singapore, January 9, 2006. Thanks. Outline. Part 1: Overview of robust optimization. Optimization models. Pitfalls.

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863 views • 32 slides

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Conic problems - PowerPoint PPT Presentation

Robust Optimization and Applications

Robust Optimization and Applications in Machine Learning