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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 201 - 210 of 260
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International portfolio management with affine policies
Fonseca, Raquel J.; Rustem, Berç - In: European Journal of Operational Research 223 (2012) 1, pp. 177-187
of robust optimization techniques, however, we develop a tractable semidefinite programming formulation of our model …
Persistent link: https://www.econbiz.de/10010597584
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Global optimization of polynomial-expressed nonlinear optimal control problems with semidefinite programming relaxation
Tsuchiya, Takeshi - In: Journal of Global Optimization 54 (2012) 4, pp. 831-854
condition with semidefinite programming relaxation. In the process of introducing the relaxed optimal control problem, we …
Persistent link: https://www.econbiz.de/10010600689
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Strong duality and minimal representations for cone optimization
Tunçel, Levent; Wolkowicz, Henry - In: Computational Optimization and Applications 53 (2012) 2, pp. 619-648
strict complementarity in their homogeneous counterpart. Our emphasis is on results that deal with Semidefinite Programming …
Persistent link: https://www.econbiz.de/10010600749
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Implicit optimality criterion for convex SIP problem with box constrained index set
Kostyukova, O.; Tchemisova, T. - In: TOP: An Official Journal of the Spanish Society of … 20 (2012) 2, pp. 475-502
Persistent link: https://www.econbiz.de/10010557940
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Robust international portfolio management
Fonseca, Raquel; Wiesemann, Wolfram; Rustem, Berç - In: Computational Management Science 9 (2012) 1, pp. 31-62
Persistent link: https://www.econbiz.de/10010539354
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A self-concordance property for nonconvex semidefinite programming
Garcés, Rodrigo; Gómez, Walter; Jarre, Florian - In: Mathematical Methods of Operations Research 74 (2011) 1, pp. 77-92
sequential semidefinite programming algorithm for solving general smooth nonlinear semidefinite problems. We extend locally the …
Persistent link: https://www.econbiz.de/10010999689
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A self-concordance property for nonconvex semidefinite programming
Garcés, Rodrigo; Gómez, Walter; Jarre, Florian - In: Computational Statistics 74 (2011) 1, pp. 77-92
sequential semidefinite programming algorithm for solving general smooth nonlinear semidefinite problems. We extend locally the …
Persistent link: https://www.econbiz.de/10010847656
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Alternating direction method for bi-quadratic programming
Hu, Sheng-Long; Huang, Zheng-Hai - In: Journal of Global Optimization 51 (2011) 3, pp. 429-446
Persistent link: https://www.econbiz.de/10009324648
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Semidefinite relaxation bounds for bi-quadratic optimization problems with quadratic constraints
Zhang, Xinzhen; Ling, Chen; Qi, Liqun - In: Journal of Global Optimization 49 (2011) 2, pp. 293-311
Persistent link: https://www.econbiz.de/10008925232
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Knapsack problem with probability constraints
Gaivoronski, Alexei; Lisser, Abdel; Lopez, Rafael; Xu, Hu - In: Journal of Global Optimization 49 (2011) 3, pp. 397-413
Persistent link: https://www.econbiz.de/10008925259
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