Search Results - subject:"SEMIDEFINITE PROGRAMMING"

UTA-poly and UTA-splines : additive value functions with polynomial marginals

Sobrie, Olivier; Gillis, Nicolas; Mousseau, Vincent; … - In: European journal of operational research : EJOR 264 (2018) 2, pp. 405-418

Persistent link: https://www.econbiz.de/10011801739

A data-driven distributionally robust bound on the expected optimal value of uncertain mixed 0-1 linear programming

Xu, Guanglin; Burer, Samuel - In: Computational Management Science : CMS 15 (2018) 1, pp. 111-134

Persistent link: https://www.econbiz.de/10011860879

Minimizing the sum of linear fractional functions over the cone of positive semidefinite matrices : approximation and applications

Xia, Yong; Wang, Longfei; Wang, Shu - In: Operations research letters 46 (2018) 1, pp. 76-80

Persistent link: https://www.econbiz.de/10011807925

Improved exact approaches for row layout problems with departments of equal length

Anjos, Miguel F.; Fischer, Anja; Hungerländer, Philipp - In: European journal of operational research : EJOR 270 (2018) 2, pp. 514-529

Persistent link: https://www.econbiz.de/10011869087

On solving quadratically contrained quadratic programming problem with one non-convex constraint

Keyanpour, Mohammad; Osmanpour, Naser - In: Opsearch : journal of the Operational Research Society … 55 (2018) 2, pp. 320-336

Persistent link: https://www.econbiz.de/10011882083

Polynomial upper and lower bounds for financial derivative price functions under regime-switching

Bhim, Louis; Kawai, Reiichiro - In: The journal of computational finance 22 (2018) 2, pp. 35-71

Persistent link: https://www.econbiz.de/10011976660

Using a factored dual in augmented Lagrangian methods for semidefinite programming

De Santis, Marianna; Rendl, Franz; Wiegele, Angelika - In: Operations research letters 46 (2018) 5, pp. 523-528

Persistent link: https://www.econbiz.de/10011936691

A guide to conic optimisation and its applications

Letchford, Adam N.; Parkes, Andrew J. - In: RAIRO 52 (2018) 4/5, pp. 1087-1106

Persistent link: https://www.econbiz.de/10011987270

СИНТЕЗ АНИЗОТРОПИЙНЫХ СУБОПТИМАЛЬНЫХ РЕГУЛЯТОРОВ ЗАДАННОГО ПОРЯДКА НА ОСНОВЕ ПОЛУОПРЕДЕЛЕННОГО ПРОГРАММИРОВАНИЯ И АЛГОРИТМА ПОИСКА ВЗАИМООБРАТНЫХ МАТРИЦ

МИХАЙЛОВИЧ, ЧАЙКОВСКИЙ МИХАИЛ - In: Управление большими … (2012) 3, pp. 95-137

Рассматривается задача подавления внешних возмущений для линейной дискретной стационарной системы под воздействием случайных возмущений с неточно известными...

Persistent link: https://www.econbiz.de/10011270543

Notes on Computational Complexity of GE Inequalities

Brown, Donald J. - Cowles Foundation for Research in Economics, Yale University - 2012

This paper is a revision of my paper, CFDP 1865. The principal innovation is an equivalent reformulation of the decision problem for weak feasibility of the GE inequalities, using polynomial time ellipsoid methods, as a semidefinite optimization problem, using polynomial time interior point...

Persistent link: https://www.econbiz.de/10011015214