Application of the Duality Theory

Application of the Duality Theory

The aim of this thesis is to present new results concerning duality in scalar optimization. We show how the theory can be applied to optimization problems arising in the theory of risk measures, portfolio optimization and machine learning. First we give some notations and preliminaries we need withi...

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Bibliographic Details
Main Author: Lorenz, Nicole
Other Authors: TU Chemnitz, Fakultät für Mathematik
Format: Doctoral Thesis
Language:English
Published: Universitätsbibliothek Chemnitz 2012
Subjects:
Konjugierte Dualität
konvexe Analysis
Fencheldualität
Lagrangedualität
Regularitätsbedingungen
schwache Dualität
starke Dualität
Portfoliooptimierung
innere Punktbedingungen
Risikomaße
Support Vektor Regression
Suport Vektor Klassifikation
Machinelles Lernen
Conjugate duality
convex duality theory
Fenchel duality
Lagrange duality
Fenchel-Lagrange duality
regularity conditions
perturbation functions
composed convex optimization problems
geometric constraints
cone constraints
weak and strong duality
scalar optimization
interior point regularity condition
conjugate functions
convex risk measures
convex deviation measures
portfolio optimization
optimality conditions
stochastic programming
chance constraints
machine learning
Tikhonov regularization
loss functions
Support Vector Regression
Support Vector Classification
concrete compressive strength
ddc:515
Maschinelles Lernen
Online Access:http://nbn-resolving.de/urn:nbn:de:bsz:ch1-qucosa-94108
http://nbn-resolving.de/urn:nbn:de:bsz:ch1-qucosa-94108
http://www.qucosa.de/fileadmin/data/qucosa/documents/9410/Dissertation_Nicole_Lorenz.pdf
http://www.qucosa.de/fileadmin/data/qucosa/documents/9410/signatur.txt.asc

Internet

http://nbn-resolving.de/urn:nbn:de:bsz:ch1-qucosa-94108
http://nbn-resolving.de/urn:nbn:de:bsz:ch1-qucosa-94108
http://www.qucosa.de/fileadmin/data/qucosa/documents/9410/Dissertation_Nicole_Lorenz.pdf
http://www.qucosa.de/fileadmin/data/qucosa/documents/9410/signatur.txt.asc

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