Transactions of the American Mathematical Society, Vol. 327, No. 2 (Oct., 1991), pp. 795-813 (19 pages) Let Γ(X) denote the proper, lower semicontinuous, convex functions on a Banach space X, equipped ...
"The purpose of this course is to give an introduction to convex optimization and its applications in statistical learning. In the first part of the course, I will recall the importance of convex ...
This is a preview. Log in through your library . Abstract We apply conjugate duality to establish the existence of optimal portfolios in an assetallocation problem, with the goal of minimizing the ...
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