Search Results - subject:"Semidefinite Programming"

Semidefinite programming lower bounds and branch-and-bound algorithms for the quadratic minimum spanning tree problem

Guimarães, Dilson Almeida; Cunha, Alexandre Salles da; … - In: European journal of operational research : EJOR 280 (2020) 1, pp. 46-58

Persistent link: https://www.econbiz.de/10012132359

A distributionally robust optimization for blood supply network considering disasters

Wang, Changjun; Chen, Shutong - In: Transportation research / E : an international journal 134 (2020), pp. 1-30

Persistent link: https://www.econbiz.de/10012172003

Portfolio Choice under Parameter Uncertainty: Bayesian Analysis and Robust Optimization Comparison

Santos, António Alberto; Monteiro, Ana Margarida; … - Grupo de Estudos Monetários e Financeiros (GEMF), … - 2014

Parameter uncertainty has been a recurrent subject treated in the financial literature. The normative portfolio selection approach considers two main kinds of decision rules: expected expected utility maximization and mean-variance criterion. Assuming that the mean-variance criterion is a good...

Persistent link: https://www.econbiz.de/10011105507

Multistage network data envelopment analysis : semidefinite programming approach

Zhang, Linyan; Guo, Chuanyin; Wei, Fajie - In: Journal of the Operational Research Society 70 (2019) 8, pp. 1284-1295

Persistent link: https://www.econbiz.de/10012213722

An alternative polynomial-sized formulation and an optimization based heuristic for the reviewer assignment problem

Yeşilçimen, Ali; Yıldırım, E. Alper - In: European journal of operational research : EJOR 276 (2019) 2, pp. 436-450

Persistent link: https://www.econbiz.de/10012003411

Improving the linear relaxation of maximum k-cut with semidefinite-based constraints

Sousa, Vilmar Jefté Rodrigues de; Anjos, Miguel F.; Le … - In: EURO journal on computational optimization 7 (2019) 2, pp. 123-151

Persistent link: https://www.econbiz.de/10012111227

Power transmission network expansion planning : a semidefinite programming branch-and-bound approach

Ghaddar, Bissan; Jabr, Rabih A. - In: European journal of operational research : EJOR 274 (2019) 3, pp. 837-844

Persistent link: https://www.econbiz.de/10011990240

Sums of Hermitian squares decomposition of non-commutative polynomials in non-symmetric variables using NCSOStools

Cafuta, Kristijan - In: Central European journal of operations research : CEJOR … 27 (2019) 2, pp. 397-413

Persistent link: https://www.econbiz.de/10011994349

Hierarchical network systems : an application to high-technology industry in China

Zhang, Linyan; Chen, Kun - In: Omega : the international journal of management science 82 (2018), pp. 118-131

Persistent link: https://www.econbiz.de/10011937772

Multidimensional calibration of crude oil and refined products via semidefinite programming techniques

Saldivar, Carolina Effio; Herskovits, José; Luna, Juan … - In: International journal of theoretical and applied finance 22 (2019) 1, pp. 1-31

Persistent link: https://www.econbiz.de/10012012860