Search Results - subject:"Quadratic Programming"

Risk-averse decision-making to maintain supply chain viability under propagated disruptions

Sawik, Tadeusz; Sawik, Bartosz - In: International journal of production research 62 (2024) 8, pp. 2853-2867

Persistent link: https://www.econbiz.de/10014546497

A novel granular decomposition based predictive modeling framework for cryptocurrencies' prices forecasting

Ghosh, Indranil; Jana, Rabin K.; Sharma, Dinesh K. - In: China Finance Review International 14 (2024) 4, pp. 759-790

gradient boosting (XGB) are applied to the decomposed subseries to estimate the initial forecasts. Lastly, sequential quadratic … programming (SQP) is used to fetch the forecast by combining the initial forecasts. Findings Rigorous performance assessment and …

Persistent link: https://www.econbiz.de/10015341995

A note on completely positive relaxations of quadratic problems in a multiobjective framework

Eichfelder, Gabriele; Groetzner, Patrick - In: Journal of Global Optimization 82 (2021) 3, pp. 615-626

In a single-objective setting, nonconvex quadratic problems can equivalently be reformulated as convex problems over the cone of completely positive matrices. In small dimensions this cone equals the cone of matrices which are entrywise nonnegative and positive semidefinite, so the convex...

Persistent link: https://www.econbiz.de/10014501675

Electric power bid determination and evaluation for price taker units under price uncertainty

Yucekaya, Ahmet; Valenzuela, Jorge - In: International Journal of Energy Economics and Policy : IJEEP 11 (2021) 6, pp. 35-42

Persistent link: https://www.econbiz.de/10012794421

Inductive linearization for binary quadratic programs with linear constraints

Mallach, Sven - In: 4OR : quarterly journal of the Belgian, French and … 19 (2021) 4, pp. 549-570

Persistent link: https://www.econbiz.de/10012697433

A dual bounding framework for binary quadratic combinatorial optimization

Bayani, Mahdis; Rostami, Borzou; Adulyasak, Yossiri; … - 2021

Persistent link: https://www.econbiz.de/10012664474

A new global optimization scheme for quadratic programs with low-rank nonconvexity

Cen, Xiaoli; Xia, Yong - In: INFORMS journal on computing : JOC 33 (2021) 4, pp. 1368-1383

Persistent link: https://www.econbiz.de/10012796863

Multi-wave tabu search for the boolean quadratic programming problem with generalized upper bound constraints

Shang, Zhen; Hao, Jin-Kao; Zhao, Songzheng; Wang, Yang; … - In: Computers & operations research : and their … 150 (2023), pp. 1-12

Persistent link: https://www.econbiz.de/10013485777

Exactness conditions for semidefinite programming relaxations of generalization of the extended trust region subproblem

Jiang, Rujun; Li, Duan - In: Mathematics of operations research 48 (2023) 3, pp. 1235-1253

Persistent link: https://www.econbiz.de/10014329218

Linear approximations to improve lower bounds of a physician scheduling problem in emergency rooms

Devesse, Valdemar Abrão P. A.; Akartunalı, Kerem; … - In: Journal of the Operational Research Society 74 (2023) 3, pp. 888-904

Persistent link: https://www.econbiz.de/10014332232