Search Results - subject:"Semidefinite programming"

Optimal information blending with measurements in the L2 sphere

Defourny, Boris; Ryzhov, Ilya O.; Powell, Warren B. - In: Mathematics of operations research 40 (2015) 4, pp. 1060-1088

Persistent link: https://www.econbiz.de/10011409051

A new semidefinite programming relaxation for the quadratic assignment problem and its computational perspectives

Klerk, Etienne de; Sotirov, R.; Truetsch, U. - In: INFORMS journal on computing : JOC 27 (2015) 2, pp. 378-391

Persistent link: https://www.econbiz.de/10011291292

A semidefinite optimization-based approach for global optimization of multi-row facility layout

Hungerländer, Philipp; Anjos, Miguel F. - In: European journal of operational research : EJOR 245 (2015) 1, pp. 46-61

Persistent link: https://www.econbiz.de/10011290733

On Semidefinite Programming Relaxations of the Traveling Salesman Problem (revision of DP 2007-101)

de Klerk, Etienne; Sotirov, Renata; Pasechnik, D.V. - Tilburg University, Center for Economic Research - 2008

AMS classification: 90C22, 20Cxx, 70-08

Persistent link: https://www.econbiz.de/10011090982

LIBOR additive model calibration to swaptions markets

Colino, Jesús P.; Nogales, Francisco J.; Stute, Winfried - Departamento de Estadistica, Universidad Carlos III de … - 2008

on a semidefinite programming (convex) problem, with constraints in terms of variability or robustness, and the …

Persistent link: https://www.econbiz.de/10005190176

A Distributionally Robust Joint Chance Constrained Optimization Model for the Dynamic Network Design Problem under Demand Uncertainty

Sun, Hua; Gao, Ziyou; Szeto, W.; Long, Jiancheng; Zhao, … - In: Networks and Spatial Economics 14 (2014) 3, pp. 409-433

This paper develops a distributionally robust joint chance constrained optimization model for a dynamic network design problem (NDP) under demand uncertainty. The major contribution of this paper is to propose an approach to approximate a joint chance-constrained Cell Transmission Model (CTM)...

Persistent link: https://www.econbiz.de/10011154862

SOME EXPERIENCES WITH SOLVING SEMIDEFINITE PROGRAMMING RELAXATIONS OF BINARY QUADRATIC OPTIMIZATION MODELS IN COMPUTATIONAL BIOLOGY

ENGAU, ALEXANDER - In: Asia-Pacific Journal of Operational Research (APJOR) 31 (2014) 04, pp. 1450022-1

We present two recent integer programming models in molecular biology and study practical reformulations to compute solutions to some of these problems. In extension of previously tested linearization techniques, we formulate corresponding semidefinite relaxations and discuss practical rounding...

Persistent link: https://www.econbiz.de/10010888468

Partial Lagrangian relaxation for the unbalanced orthogonal Procrustes problem

Xia, Yong; Han, Ying-Wei - In: Mathematical Methods of Operations Research 79 (2014) 2, pp. 225-237

relaxation (LR) is equivalent to the recent matrix lifting semidefinite programming relaxation (MSDR), which has much more …

Persistent link: https://www.econbiz.de/10010794920

A Semidefinite Programming approach for solving Multiobjective Linear Programming

Blanco, Victor; Puerto, Justo; Ali, Safae El Haj Ben - In: Journal of Global Optimization 58 (2014) 3, pp. 465-480

Several algorithms are available in the literature for finding the entire set of Pareto-optimal solutions of Multiobjective Linear Programmes (MOLPs). However, all of them are based on active-set methods (simplex-like approaches). We present a different method, based on a transformation of any...

Persistent link: https://www.econbiz.de/10010845814

Nonlinear separation approach for the augmented Lagrangian in nonlinear semidefinite programming

Wu, H.; Luo, H.; Yang, J. - In: Journal of Global Optimization 59 (2014) 4, pp. 695-727

This paper aims at showing that the class of augmented Lagrangian functions for nonlinear semidefinite programming …

Persistent link: https://www.econbiz.de/10010845818