Search Results - subject:"Semidefinite Programming"

A space decomposition scheme for maximum eigenvalue functions and its applications

Huang, Ming; Lu, Yue; Pang, Li Ping; Xia, Zun Quan - In: Mathematical methods of operations research 85 (2017) 3, pp. 453-490

Persistent link: https://www.econbiz.de/10011714518

Using a Conic Bundle method to accelerate both phases of a quadratic convex reformulation

Billionnet, Alain; Elloumi, Sourour; Lambert, Amélie; … - In: INFORMS journal on computing : JOC 29 (2017) 2, pp. 318-331

Persistent link: https://www.econbiz.de/10011691204

A note on representations of linear inequalities in non-convex mixed-integer quadratic programs

Letchford, Adam N.; Grainger, Daniel J. - In: Operations research letters 45 (2017) 6, pp. 631-634

Persistent link: https://www.econbiz.de/10011783062

Robust International Portfolio Management

Fonseca, Raquel J.; Wiesemann, Wolfram; Rustem, Berc - COMISEF - 2010

semidefinite programming formulation and can be solved efficiently. While robust optimization provides a guaranteed minimum return …

Persistent link: https://www.econbiz.de/10008592379

Solving infinite-dimensional optimization problems by polynomial approximation

DEVOLDER, Olivier; GLINEUR, François; NESTEROV, Yurii - Center for Operations Research and Econometrics (CORE), … - 2010

In this paper, we solve a class of convex infinite-dimensional optimization problems using a numerical approximation method that does not rely on discretization. Instead, we restrict the decision variable to a sequence of finite-dimensional linear subspaces of the original infinite-dimensional...

Persistent link: https://www.econbiz.de/10008642212

A Polynomial Optimization Approach to Constant Rebalanced Portfolio Selection

Sotirov, Renata; Takano, Y. - Tilburg University, Center for Economic Research - 2010

degree, we develop a cutting-plane algorithm based on semidefinite programming. Our algorithm can solve problems that can not …

Persistent link: https://www.econbiz.de/10011092875

Continuous multifacility ordered median location problems

Blanco, Víctor; Puerto, Justo; El Hadj Ben Ali, Safae - In: European journal of operational research : EJOR 250 (2016) 1, pp. 56-64

Persistent link: https://www.econbiz.de/10011441362

Computational results of a semidefinite branch-and-bound algorithm for k-cluster

Krislock, Nathan; Malick, Jérôme; Roupin, Frédéric - In: Computers & operations research : and their … 66 (2016), pp. 153-159

Persistent link: https://www.econbiz.de/10011429002

Strong SOCP relaxations for the optimal power flow problem

Kocuk, Burak; Dey, Santanu S.; Sun, X. Andy - In: Operations research 64 (2016) 6, pp. 1177-1196

Persistent link: https://www.econbiz.de/10011620600

Multi-period portfolio optimization : translation of autocorrelation risk to excess variance

Choi, Byung-Geun; Rujeerapaiboon, Napat; Jiang, Ruiwei - In: Operations research letters 44 (2016) 6, pp. 801-807

Persistent link: https://www.econbiz.de/10011622383