A Block Coordinate Ascent Algorithm for Mean-Variance Optimization - researchr publication authors

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Tengyang Xie, Bo Liu, Yangyang Xu, Mohammad Ghavamzadeh, Yinlam Chow, Daoming Lyu, Daesub Yoon. A Block Coordinate Ascent Algorithm for Mean-Variance Optimization. In Samy Bengio, Hanna M. Wallach, Hugo Larochelle, Kristen Grauman, Nicolò Cesa-Bianchi, Roman Garnett, editors, Advances in Neural Information Processing Systems 31: Annual Conference on Neural Information Processing Systems 2018, NeurIPS 2018, 3-8 December 2018, Montréal, Canada. pages 1073-1083, 2018. [doi]

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