Search Results - subject:"Quadratic Optimization"

Mixed-integer quadratic optimization and iterative clustering techniques for semi-supervised support vector machines

Burgard, Jan Pablo; Pinheiro, Maria Eduarda; Schmidt, Martin - In: Top : an official journal of the Spanish Society of … 32 (2024) 3, pp. 391-428

Persistent link: https://www.econbiz.de/10015188200

Mixed-integer quadratic optimization and iterative clustering techniques for semi-supervised support vector machines

Burgard, Jan Pablo; Pinheiro, Maria Eduarda; Schmidt, Martin - In: TOP 32 (2024) 3, pp. 391-428

information about the size of the classes can be available from undisclosed sources. We propose a mixed-integer quadratic … optimization (MIQP) model that covers the setting of labeled and unlabeled data points as well as the overall number of points in …

Persistent link: https://www.econbiz.de/10015375768

Sparse conic reformulation of structured QCQPs based on copositive optimization with applications in stochastic optimization

Gabl, Markus - In: Journal of Global Optimization 87 (2023) 1, pp. 221-254

of the standard quadratic optimization problem. When compared numerically to Burer's classical reformulation, the authors … quadratically constrained quadratic optimization problems that is similar to Burer's reformulation, but lifts the variables into a …

Persistent link: https://www.econbiz.de/10015179582

On the rectangular knapsack problem

Bökler, Fritz; Chimani, Markus; Wagner, Mirko H. - In: Mathematical Methods of Operations Research 96 (2022) 1, pp. 149-160

A recent paper by Schulze et al. (Math Methods Oper Res 92(1):107–132, 2020) presented the Rectangular Knapsack Problem ( Rkp ) as a crucial subproblem in the study on the Cardinality-constrained Bi-objective Knapsack Problem ( Cbkp ). To this end, they started an investigation into its...

Persistent link: https://www.econbiz.de/10015166000

Options Portfolio Selection with Position Limits

Guasoni, Paolo; Mayerhofer, Eberhard; Zhao, Mingchuan - 2022

This paper examines the performance from 1996 to 2020 of mean-variance efficient portfolios of monthly options with all available strikes on each of the S&P 500, Nasdaq 100, and Dow Jones indexes, using a constrained optimization approach that incorporates position limits, transaction costs, and...

Persistent link: https://www.econbiz.de/10014236006