Search Results - subject:"Quadratic Programming"

A self-concordance property for nonconvex semidefinite programming

Garcés, Rodrigo; Gómez, Walter; Jarre, Florian - In: Computational Statistics 74 (2011) 1, pp. 77-92

The paper considers nonconvex quadratic semidefinite problems. This class arises, for instance, as subproblems in the sequential semidefinite programming algorithm for solving general smooth nonlinear semidefinite problems. We extend locally the concept of self-concordance to problems that...

Persistent link: https://www.econbiz.de/10010847656

A self-concordance property for nonconvex semidefinite programming

Garcés, Rodrigo; Gómez, Walter; Jarre, Florian - In: Mathematical Methods of Operations Research 74 (2011) 1, pp. 77-92

Persistent link: https://www.econbiz.de/10010999689

Non-parametric estimation of decision makers' risk aversion

Lien, Gudbrand - In: Agricultural Economics of Agricultural Economists 27 (2002) 1

behaviour is explained. The method uses the expected value-variance (E-V) framework and quadratic programming. An empirical …

Persistent link: https://www.econbiz.de/10011069227

Inexact Josephy–Newton framework for generalized equations and its applications to local analysis of Newtonian methods for constrained optimization

Izmailov, A.; Solodov, M. - In: Computational Optimization and Applications 46 (2010) 2, pp. 347-368

Persistent link: https://www.econbiz.de/10008533939

Global optimality conditions for quadratic 0-1 optimization problems

Chen, Wei; Zhang, Liansheng - In: Journal of Global Optimization 46 (2010) 2, pp. 191-206

Persistent link: https://www.econbiz.de/10008591045

Assessment of cell number for a multinomial distribution with application to genomic data

Li, Qizhai; Li, Guoying; Xiong, Shifeng - In: Metrika 71 (2010) 2, pp. 151-164

Persistent link: https://www.econbiz.de/10008591068

A new approach to multivariate adaptive regression splines by using Tikhonov regularization and continuous optimization

Taylan, Pakize; Weber, Gerhard-Wilhelm; Özkurt, Fatma … - In: TOP: An Official Journal of the Spanish Society of … 18 (2010) 2, pp. 377-395

Persistent link: https://www.econbiz.de/10008775627

Using an iterative linear solver in an interior-point method for generating support vector machines

Gertz, E.; Griffin, Joshua - In: Computational Optimization and Applications 47 (2010) 3, pp. 431-453

Persistent link: https://www.econbiz.de/10008775926

Linear and quadratic programming approaches for the general graph partitioning problem

Fan, Neng; Pardalos, Panos - In: Journal of Global Optimization 48 (2010) 1, pp. 57-71

Persistent link: https://www.econbiz.de/10008673926

An outcome space approach for generalized convex multiplicative programs

Oliveira, Rúbia; Ferreira, Paulo - In: Journal of Global Optimization 47 (2010) 1, pp. 107-118

Persistent link: https://www.econbiz.de/10008515431