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  • Search: subject:"Semidefinite Programming"
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Year of publication
Subject
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Mathematische Optimierung 132 Mathematical programming 130 Semidefinite programming 110 semidefinite programming 104 Theorie 95 Theory 93 Estimation theory 17 Schätztheorie 17 Graph theory 15 Graphentheorie 15 Robust statistics 14 Robustes Verfahren 14 Global optimization 13 Semidefinite Programming 11 Combinatorial optimization 10 Algorithm 9 Algorithmus 9 Stochastic process 9 Stochastischer Prozess 9 Polynomial optimization 8 Robust optimization 8 Risiko 7 Risk 7 Optimization 6 Risikomaß 6 Risk management 6 Risk measure 6 Scheduling problem 6 Scheduling-Verfahren 6 Semidefinite programming relaxation 6 conic convex programming 6 Mathematics 5 Mathematik 5 Nonconvex quadratic programming 5 Nonlinear semidefinite programming 5 Portfolio selection 5 Portfolio-Management 5 Quadratic programming 5 Semidefinite programming (SDP) 5 robust optimization 5
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Online availability
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Undetermined 156 Free 74 CC license 1
Type of publication
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Article 191 Book / Working Paper 69
Type of publication (narrower categories)
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Article in journal 119 Aufsatz in Zeitschrift 119 Graue Literatur 11 Non-commercial literature 11 Working Paper 10 Arbeitspapier 7 Article 4 Hochschulschrift 4 Aufsatzsammlung 1 Conference paper 1 Konferenzbeitrag 1
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Language
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English 147 Undetermined 113
Author
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Sturm, J.F. 20 Sotirov, Renata 16 Zhang, S. 15 Zhang, Zhang, S. 12 de Klerk, Etienne 12 Anjos, Miguel F. 11 Luo, Z-Q. 10 Zhang, Shuzhong 8 Lisser, Abdel 7 Lasserre, Jean-Bernard 6 Pasechnik, D.V. 6 Wiegele, Angelika 6 Xia, Yong 6 Sturm, Jos F. 5 Ahmadi, Amir Ali 4 Berkelaar, Arjan B. 4 Cheng, Jianqiang 4 Hanasusanto, Grani A. 4 Henrion, Didier 4 Klerk, Etienne de 4 Mitchell, John 4 Rustem, Berc 4 Rustem, Berç 4 Yao, D.D. 4 Zhou, X.Y. 4 Burer, Samuel 3 Fawzi, Hamza 3 Hungerländer, Philipp 3 Jeyakumar, Vaithilingam 3 Kuhn, Daniel 3 Ling, Aifan 3 Parpas, Panos 3 Piccialli, Veronica 3 Puerto, Justo 3 Sun, Jie 3 Wiesemann, Wolfram 3 Wolkowicz, Henry 3 Wong, Man Hong 3 Yang, Xiaoguang 3 Adasme, Pablo 2
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Institution
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Tilburg University, Center for Economic Research 13 Erasmus University Rotterdam, Econometric Institute 12 Faculteit der Economische Wetenschappen, Erasmus Universiteit Rotterdam 12 COMISEF 4 Center for Operations Research and Econometrics (CORE), École des Sciences Économiques de Louvain 2 Tinbergen Institute 2 Tinbergen Instituut 2 Cowles Foundation for Research in Economics, Yale University 1 Departamento de Estadistica, Universidad Carlos III de Madrid 1 Department of Economics and Business, Universitat Pompeu Fabra 1 Dipartimento di Ingegneria Informatica, Automatica e Gestionale "Antonio Ruberti", Facoltà di Ingegneria dell'Informazione Informatica e Statistica 1 Grupo de Estudos Monetários e Financeiros (GEMF), Faculdade de Economia 1
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Published in...
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Operations research letters 21 Computational Optimization and Applications 20 Mathematics of operations research 19 European journal of operational research : EJOR 14 Journal of Global Optimization 14 Discussion Paper / Tilburg University, Center for Economic Research 13 Econometric Institute Report 12 Econometric Institute Research Papers 12 INFORMS journal on computing : JOC 11 INFORMS journal on computing : JOC ; charting new directions in operations research and computer science ; a journal of the Institute for Operations Research and the Management Sciences 8 Computational Statistics 7 Mathematical Methods of Operations Research 7 Operations research 6 Computers & operations research : and their applications to problems of world concern ; an international journal 5 Dissertation Series CentER 4 European Journal of Operational Research 4 RAIRO 4 Tinbergen Institute Discussion Papers 4 Working Papers / COMISEF 4 Asia-Pacific Journal of Operational Research (APJOR) 3 Les cahiers du GERAD 3 CORE Discussion Papers 2 CORE discussion papers : DP 2 Computational Management Science 2 Computational management science 2 Computers & operations research : an international journal 2 Discussion paper / Tinbergen Institute 2 EURO journal on computational optimization 2 International series in operations research & management science 2 Management Science 2 Management science : journal of the Institute for Operations Research and the Management Sciences 2 Mathematical methods of operations research 2 Operations research letters : a journal of INFORMS devoted to the rapid publication of concise contributions in operations research 2 Optimization Letters 2 Psychometrika 2 The journal of computational finance 2 Tinbergen Institute Discussion Paper 2 4OR : quarterly journal of the Belgian, French and Italian Operations Research Societies 1 Applied Energy 1 Applied Mathematical Finance 1
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Source
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ECONIS (ZBW) 133 RePEc 120 EconStor 7
Showing 91 - 100 of 260
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A theory of multidimensional information disclosure
Tamura, Wataru - 2012
We study disclosure of information about the multidimensional state of the world when uninformed receivers' actions affect the sender's utility. Given a disclosure rule, the receivers form an expectation about the state following each message. Under the assumption that the sender's expected...
Persistent link: https://www.econbiz.de/10010332526
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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
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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
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Unit commitment under uncertainty in AC transmission systems via risk averse semidefinite stochastic programs
Schultz, Rüdiger; Wollenberg, Tobias - In: RAIRO 51 (2017) 2, pp. 391-416
Persistent link: https://www.econbiz.de/10011776633
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A generalized risk budgeting approach to portfolio construction
Haugh, Martin B.; Iyengar, Garud; Song, Irene - In: The journal of computational finance 21 (2017/2018) 2, pp. 29-60
Persistent link: https://www.econbiz.de/10011848310
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On global optimization with indefinite quadratics
Fampa, Marcia Helena Costa; Lee, Jon; Melo, Wendel - In: EURO journal on computational optimization 5 (2017) 3, pp. 309-337
Persistent link: https://www.econbiz.de/10011905957
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Robust two-stage stochastic linear optimization with risk aversion
Ling, Aifan; Sun, Jie; Xiu, Naihua; Yang, Xiaoguang - In: European journal of operational research : EJOR 256 (2017) 1, pp. 215-229
Persistent link: https://www.econbiz.de/10011611260
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Convergent conic linear programming relaxations for cone convex polynomial programs
Chuong Thai Doan; Jeyakumar, Vaithilingam - In: Operations research letters 45 (2017) 3, pp. 220-226
Persistent link: https://www.econbiz.de/10011719293
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Equivariant semidefinite lifts of regular polygons
Fawzi, Hamza; Saunderson, James; Parrilo, Pablo A. - In: Mathematics of operations research 42 (2017) 2, pp. 472-494
Persistent link: https://www.econbiz.de/10011684453
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Distributionally robust appointment scheduling with moment-based ambiguity set
Zhang, Yiling; Shen, Siqian; Erdogan, S. Ayca - In: Operations research letters 45 (2017) 2, pp. 139-144
Persistent link: https://www.econbiz.de/10011687638
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