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  • Search: subject:"Polynomial optimization"
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Year of publication
Subject
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Polynomial optimization 28 Mathematical programming 27 Mathematische Optimierung 27 Theorie 18 Theory 18 polynomial optimization 15 Semidefinite programming 12 Estimation theory 8 Schätztheorie 8 Global optimization 5 Algorithm 4 Algorithmus 4 Lasserre hierarchy 4 Sum of squares 4 Benders decomposition 3 Global polynomial optimization 3 Graph theory 3 Graphentheorie 3 Hierarchie 3 Hierarchy 3 Positivstellensatz 3 Robust optimization 3 Semidefinite relaxations 3 semidefinite programming 3 Constant rebalancing 2 Equity and liability 2 Game theory 2 Handelman hierarchy 2 Lagrangian method 2 Mathematics 2 Mathematik 2 Mean-variance criterion 2 Multi-period portfolio optimization 2 Nonlinear temporary price impact 2 Polynomial optimization problem 2 Portfolio deleveraging 2 quadratic optimization 2 semidefinite optimization 2 Agency theory 1 Approximation algorithm 1
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Online availability
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Undetermined 40 Free 7
Type of publication
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Article 48 Book / Working Paper 6
Type of publication (narrower categories)
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Article in journal 28 Aufsatz in Zeitschrift 28 Article 1
Language
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English 32 Undetermined 22
Author
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Laurent, Monique 6 Parpas, Panos 4 Ghaddar, Bissan 3 Jeyakumar, Vaithilingam 3 Kleniati, P. M. 3 Klerk, Etienne de 3 Li, Guoyin 3 Rustem, Berc 3 Chen, Jingnan 2 Del Pia, Alberto 2 Feng, Liming 2 Jiang, Bo 2 Khajavirad, Aida 2 Lasserre, J. 2 Lasserre, Jean-Bernard 2 Li, Zhening 2 Peng, Jiming 2 Rustem, Berç 2 Sotirov, Renata 2 Sun, Zhao 2 Zhang, Shuzhong 2 Ahmadi, Amir Ali 1 Ali, Safae El Haj Ben 1 Anjos, Miguel F. 1 Blanco, Victor 1 Bomze, Immanuel 1 Campos, Juan S. 1 Chieu, N. H. 1 Claeys, Mathieu 1 Den Hertog, Dick 1 Dibek, Cemil 1 Dickinson, Peter 1 Dinh, Tao Pham 1 Eck, Bradley J. 1 Elloumi, Sourour 1 Emine, Y. 1 Gawali, D. D. 1 González-Díaz, Julio 1 González-Rodríguez, Brais 1 Gorissen, B.L. 1
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Institution
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COMISEF 3 Tilburg University, Center for Economic Research 2 Center for Operations Research and Econometrics (CORE), École des Sciences Économiques de Louvain 1
Published in...
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Mathematics of operations research 12 Journal of Global Optimization 11 Operations research letters 6 Computational Optimization and Applications 5 European journal of operational research : EJOR 4 Working Papers / COMISEF 3 Computers & operations research : and their applications to problems of world concern ; an international journal 2 Discussion Paper / Tilburg University, Center for Economic Research 2 EURO journal on computational optimization 2 Applied Energy 1 Asia-Pacific Journal of Operational Research (APJOR) 1 CORE Discussion Papers 1 Econometrica : journal of the Econometric Society, an internat. society for the advancement of economic theory in its relation to statistics and mathematics 1 European Journal of Operational Research 1 INFORMS journal on computing : JOC ; charting new directions in operations research and computer science ; a journal of the Institute for Operations Research and the Management Sciences 1 TOP: An Official Journal of the Spanish Society of Statistics and Operations Research 1
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Source
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ECONIS (ZBW) 28 RePEc 25 EconStor 1
Showing 41 - 50 of 54
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Approximating Pareto curves using semidefinite relaxations
Magron, Victor; Henrion, Didier; Lasserre, Jean-Bernard - In: Operations research letters 42 (2014) 6/7, pp. 432-437
Persistent link: https://www.econbiz.de/10010428050
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Hardness and approximation results for Lp-ball constrained homogeneous polynomial optimization problems
Hou, Ke; So, Anthony Man-Cho - In: Mathematics of operations research 39 (2014) 4, pp. 1084-1108
Persistent link: https://www.econbiz.de/10010462162
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Handelman rank of zero-diagonal quadratic programs over a hypercube and its applications
Park, Myoung-Ju; Hong, Sung-Pil - In: Journal of Global Optimization 56 (2013) 2, pp. 727-736
It has been observed that the Handelman’s certificate of positivity of a polynomial over a compact polyhedron offers a hierarchical relaxation scheme for polynomial programs. The Handelman hierarchy seems particularly suitable for a class of combinatorial optimizations that are formulated as a...
Persistent link: https://www.econbiz.de/10010896415
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Welfare-maximizing correlated equilibria using Kantorovich polynomials with sparsity
Kong, Fook; Rustem, Berç - In: Journal of Global Optimization 57 (2013) 1, pp. 251-277
We provide motivations for the correlated equilibrium solution concept from the game-theoretic and optimization perspectives. We then propose an algorithm that computes <InlineEquation ID="IEq1"> <EquationSource Format="TEX">$${\varepsilon}$$</EquationSource> </InlineEquation> -correlated equilibria with global-optimal (i.e., maximum) expected social welfare for normal form...</equationsource></inlineequation>
Persistent link: https://www.econbiz.de/10010994047
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Standard bi-quadratic optimization problems and unconstrained polynomial reformulations
Bomze, Immanuel; Ling, Chen; Qi, Liqun; Zhang, Xinzhen - In: Journal of Global Optimization 52 (2012) 4, pp. 663-687
Persistent link: https://www.econbiz.de/10010845840
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Global minimization of multivariate polynomials using nonstandard methods
Zeng, Guangxing; Xiao, Shuijing - In: Journal of Global Optimization 53 (2012) 3, pp. 391-415
Persistent link: https://www.econbiz.de/10010845846
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A polynomial optimization approach to constant rebalanced portfolio selection
Takano, Yuichi; Sotirov, Renata - In: Computational Optimization and Applications 52 (2012) 3, pp. 645-666
formulated as a polynomial optimization problem (POP) by using a mean-variance criterion. In order to solve the POPs of high … be handled by any of known polynomial optimization solvers. Copyright The Author(s) 2012 …
Persistent link: https://www.econbiz.de/10010847454
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Strange behaviors of interior-point methods for solving semidefinite programming problems in polynomial optimization
Waki, Hayato; Nakata, Maho; Muramatsu, Masakazu - In: Computational Optimization and Applications 53 (2012) 3, pp. 823-844
We observe that in a simple one-dimensional polynomial optimization problem (POP), the ‘optimal’ values of semidefinite …
Persistent link: https://www.econbiz.de/10010847466
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An algorithm for semi-infinite polynomial optimization
Lasserre, J. - In: TOP: An Official Journal of the Spanish Society of … 20 (2012) 1, pp. 119-129
Persistent link: https://www.econbiz.de/10010557939
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Random walk in a simplex and quadratic optimization over convex polytopes
NESTEROV, Yu - Center for Operations Research and Econometrics (CORE), … - 2003
In this paper we develop probabilistic arguments for justifying thequality of an approximate solution for global quadratic minimization problem, obtained as a best point among all points of a uniform grid inside a polyhedral feasible set. Our main tool is a random walk inside the standard...
Persistent link: https://www.econbiz.de/10005008375
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