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

On the rectangular knapsack problem

Bökler, Fritz; Chimani, Markus; Wagner, Mirko H. - In: Mathematical methods of operations research : ZOR 96 (2022) 1, pp. 149-160

Persistent link: https://www.econbiz.de/10013454973

A stochastic inexact sequential quadratic optimization algorithm for nonlinear equality-constrained optimization

Curtis, Frank E.; Robinson, Daniel P.; Zhou, Baoyu - In: INFORMS journal on optimization 6 (2024) 3/4, pp. 173-195

Persistent link: https://www.econbiz.de/10015191199

A stochastic sequential quadratic optimization algorithm for nonlinear-equality-constrained optimization with rank-deficient Jacobians

Berahas, Albert S.; Curtis, Frank E.; O’Neill, Michael J. - In: Mathematics of operations research 49 (2024) 4, pp. 2212-2248

Persistent link: https://www.econbiz.de/10015197860

A note on quadratic constraints with indicator variables : Convex hull description and perspective relaxation

Gómez, Andrés; Xie, Weijun - In: Operations research letters : a journal of INFORMS … 52 (2024), pp. 1-7

Persistent link: https://www.econbiz.de/10015049131

RipQP: a multi-precision regularized predictor-corrector method for convex quadratic optimization

Leconte, Geoffroy; Orban, Dominique - 2021

Persistent link: https://www.econbiz.de/10012587423

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