Chance constrained uncertain classification via robust optimization

Mathematical Programming

Volumn 127, Issue 1, 2011, Pages 145-173

  Ben Tal, Aharon ^a,b   Bhadra, Sahely ^c   Bhattacharyya, Chiranjib ^c   Saketha Nath, J ^d  

^a TECHNION ISRAEL INSTITUTE OF TECHNOLOGY   (Israel)

^b TILBURG UNIVERSITY   (Netherlands)

^c INDIAN INSTITUTE OF SCIENCE   (India)

^d INDIAN INSTITUTE OF TECHNOLOGY BOMBAY   (India)

Author keywords

Bernstein inequalities; Chance constraints; Maximum margin classification; SOCP

Indexed keywords

BERNSTEIN INEQUALITIES; CHANCE-CONSTRAINED; CHANCE-CONSTRAINTS; CHEBYSHEV; CHEBYSHEV BOUND; DATA UNCERTAINTY; ERROR MEASURES; HIGH PROBABILITY; MAXIMUM-MARGIN CLASSIFICATION; PARTIAL INFORMATION; PROBABILISTIC CONSTRAINTS; REAL-WORLD DATASETS; ROBUST OPTIMIZATION; SECOND ORDER CONE PROGRAMS; SOCP; TEST DATA; UNCERTAIN DATAS;

LEARNING ALGORITHMS;

CONSTRAINED OPTIMIZATION;

EID: 79952740423     PISSN: 00255610     EISSN: 14364646     Source Type: Journal    
DOI: 10.1007/s10107-010-0415-1     Document Type: Article

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