JSTOR Daily

Hardness and Approximation Results for L p-Ball Constrained Homogeneous Polynomial Optimization Problems

In this paper, we establish hardness and approximation results for various Lp-ball constrained homogeneous polynomial optimization problems, where p ∈ [2, ∞]. Specifically, we prove that for any given ...
JSTOR Daily

A CONVEX OPTIMIZATION APPROACH TO HIGH-DIMENSIONAL SPARSE QUADRATIC DISCRIMINANT ANALYSIS

This is a preview. Log in through your library . Abstract In this paper, we study high-dimensional sparse Quadratic Discriminant Analysis (QDA) and aim to establish ...
Business Wire

Tackling Even More Complexity: D-Wave Delivers Industry-First Hybrid Solver with Continuous Variables to Run on a Quantum Computer

BURNABY, British Columbia & PALO ALTO, Calif.--(BUSINESS WIRE)--D-Wave Systems Inc. – a global leader in quantum computing software, services, and systems, and the only quantum computing company ...
Risk

Factor-risk-constrained mean-variance portfolio selection: formulation and global optimization solution approach

Adopting an appropriate factor model enables us to pinpoint the hidden forces that drive the movement of the market and contribute to its systematic risk. We argue that risk management should be ...