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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 211 - 220 of 260
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Sensitivity analysis and calibration of the covariance matrix for stable portfolio selection
Guigues, Vincent - In: Computational Optimization and Applications 48 (2011) 3, pp. 553-579
Persistent link: https://www.econbiz.de/10008925523
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SDP RELAXATIONS FOR QUADRATIC OPTIMIZATION PROBLEMS DERIVED FROM POLYNOMIAL OPTIMIZATION PROBLEMS
MEVISSEN, MARTIN; KOJIMA, MASAKAZU - In: Asia-Pacific Journal of Operational Research (APJOR) 27 (2010) 01, pp. 15-38
Based on the convergent sequence of SDP relaxations for a multivariate polynomial optimization problem (POP) by Lasserre (2006), Waki et al. (2006) constructed a sequence of sparse SDP relaxations to solve sparse POPs efficiently. Nevertheless, the size of the sparse SDP relaxation is the major...
Persistent link: https://www.econbiz.de/10008514998
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An efficient combined DCA and B&B using DC/SDP relaxation for globally solving binary quadratic programs
Dinh, Tao Pham; Canh, Nam Nguyen; Thi, Hoai Le - In: Journal of Global Optimization 48 (2010) 4, pp. 595-632
Persistent link: https://www.econbiz.de/10008775635
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Avoiding Numerical Cancellation in the Interior Point Method for Solving Semidefinite Programs
Sturm, J.F. - Tilburg University, Center for Economic Research - 2001
AMS classifications: 90C22; 90C20;
Persistent link: https://www.econbiz.de/10011090981
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Globally solving box-constrained nonconvex quadratic programs with semidefinite-based finite branch-and-bound
Burer, Samuel; Vandenbussche, Dieter - In: Computational Optimization and Applications 43 (2009) 2, pp. 181-195
Persistent link: https://www.econbiz.de/10004995503
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A second-order cone cutting surface method: complexity and application
Oskoorouchi, Mohammad; Mitchell, John - In: Computational Optimization and Applications 43 (2009) 3, pp. 379-409
Persistent link: https://www.econbiz.de/10005004382
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A successive SDP-NSDP approach to a robust optimization problem in finance
Leibfritz, F.; Maruhn, J. - In: Computational Optimization and Applications 44 (2009) 3, pp. 443-466
Persistent link: https://www.econbiz.de/10008502547
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Semidefinite programs and association schemes
GOEMANS, Michel; RENDL, Franz - Center for Operations Research and Econometrics (CORE), … - 1999
We consider semidefinite programs, where all the matrices defining the problem commute. We show that in this case the semidefinite program can be solved through an ordinary linear program. As an application, we consider the max-cut problem, where the underlying graph arises from an association...
Persistent link: https://www.econbiz.de/10005008498
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LQ Control without Riccati Equations: Stochastic Systems
Yao, D.D.; Zhang, S.; Zhou, X.Y. - Erasmus University Rotterdam, Econometric Institute - 1999
matrices to be indefinite. We develop a systematic approach based on semidefinite programming (SDP). A central issue is the …
Persistent link: https://www.econbiz.de/10008570636
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LQ control without Ricatti equations: deterministic systems
Yao, D.D.; Zhang, S.; Zhou, X.Y. - Erasmus University Rotterdam, Econometric Institute - 1999
We study a deterministic linear-quadratic (LQ) control problem over an infinite horizon, and develop a general apprach to the problem based on semi-definite programming (SDP)and related duality analysis. This approach allows the control cost matrix R to be non-negative (semi-definite), a case...
Persistent link: https://www.econbiz.de/10008584818
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