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Minimax risk over quadratically convex sets

โœ Scribed by S. Reshetov


Publisher
Springer US
Year
2010
Tongue
English
Weight
177 KB
Volume
167
Category
Article
ISSN
1573-8795

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## Abstract The purpose of this article is to present an algorithm for globally maximizing the ratio of two convex functions __f__ and __g__ over a convex set __X__. To our knowledge, this is the first algorithm to be proposed for globally solving this problem. The algorithm uses a branch and bound