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  • Search: subject:"Semidefinite Programming"
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Year of publication
Subject
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Mathematische Optimierung 129 Mathematical programming 127 Semidefinite programming 110 semidefinite programming 103 Theorie 92 Theory 90 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 Nonconvex quadratic programming 5 Portfolio selection 5 Portfolio-Management 5 Quadratic programming 5 Semidefinite programming (SDP) 5 robust optimization 5 Affine Scaling 4 Branch and Bound 4 Branch-and-Bound 4
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Online availability
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Undetermined 155 Free 72 CC license 1
Type of publication
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Article 191 Book / Working Paper 66
Type of publication (narrower categories)
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Article in journal 119 Aufsatz in Zeitschrift 119 Graue Literatur 9 Non-commercial literature 9 Working Paper 8 Arbeitspapier 5 Article 4 Hochschulschrift 4 Conference paper 1 Konferenzbeitrag 1
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Language
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English 144 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 Luo, Z-Q. 10 Anjos, Miguel F. 9 Zhang, Shuzhong 8 Lisser, Abdel 7 Pasechnik, D.V. 6 Wiegele, Angelika 6 Xia, Yong 6 Lasserre, Jean-Bernard 5 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 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 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 Central European Journal of Operations Research 1 Central European journal of operations research : CEJOR ; official journal of the Austrian, Croatian, Czech, Hungarian, Slovakian and Slovenian OR Societies 1
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Source
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ECONIS (ZBW) 130 RePEc 120 EconStor 7
Showing 101 - 110 of 257
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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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New reformulations of distributionally robust shortest path problem
Cheng, Jianqiang; Leung, Janny; Lisser, Abdel - In: Computers & operations research : and their … 74 (2016), pp. 196-204
Persistent link: https://www.econbiz.de/10011514243
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Robust growth-optimal portfolios
Rujeerapaiboon, Napat; Kuhn, Daniel; Wiesemann, Wolfram - In: Management science : journal of the Institute for … 62 (2016) 7, pp. 2090-2109
Persistent link: https://www.econbiz.de/10011520389
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Rational and real positive semidefinite rank can be different
Fawzi, Hamza; Gouveia, João; Robinson, Richard Z. - In: Operations research letters 44 (2016) 1, pp. 59-60
Persistent link: https://www.econbiz.de/10011455560
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A computational study for bilevel quadratic programs using semidefinite relaxations
Adasme, Pablo; Lisser, Abdel - In: European journal of operational research : EJOR 254 (2016) 1, pp. 9-18
Persistent link: https://www.econbiz.de/10011503163
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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
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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
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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
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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
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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
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