Search Results - subject:"Semidefinite programming"

Semidefinite complementarity reformulation for robust Nash equilibrium problems with Euclidean uncertainty sets

Nishimura, Ryoichi; Hayashi, Shunsuke; Fukushima, Masao - In: Journal of Global Optimization 53 (2012) 1, pp. 107-120

Persistent link: https://www.econbiz.de/10010896421

Comparing SOS and SDP relaxations of sensor network localization

Gouveia, João; Pong, Ting - In: Computational Optimization and Applications 52 (2012) 3, pp. 609-627

We investigate the relationships between various sum of squares (SOS) and semidefinite programming (SDP) relaxations …-based semidefinite programming (ESDP) relaxation, and that the trace test for accuracy, which is very useful for SDP and ESDP relaxations …

Persistent link: https://www.econbiz.de/10010896514

An inexact spectral bundle method for convex quadratic semidefinite programming

Lin, Huiling - In: Computational Optimization and Applications 53 (2012) 1, pp. 45-89

We present an inexact spectral bundle method for solving convex quadratic semidefinite optimization problems. This method is a first-order method, hence requires much less computational cost in each iteration than second-order approaches such as interior-point methods. In each iteration of our...

Persistent link: https://www.econbiz.de/10010896555

On duality gap in binary quadratic programming

Sun, X.; Liu, C.; Li, D.; Gao, J. - In: Journal of Global Optimization 53 (2012) 2, pp. 255-269

Persistent link: https://www.econbiz.de/10010845836

A polynomial optimization approach to constant rebalanced portfolio selection

Takano, Yuichi; Sotirov, Renata - In: Computational Optimization and Applications 52 (2012) 3, pp. 645-666

degree, we develop a cutting-plane algorithm based on semidefinite programming. Our algorithm can solve problems that can not …

Persistent link: https://www.econbiz.de/10010847454

Enhancing RLT-based relaxations for polynomial programming problems via a new class of v-semidefinite cuts

Sherali, Hanif; Dalkiran, Evrim; Desai, Jitamitra - In: Computational Optimization and Applications 52 (2012) 2, pp. 483-506

Persistent link: https://www.econbiz.de/10010847455

Strange behaviors of interior-point methods for solving semidefinite programming problems in polynomial optimization

Waki, Hayato; Nakata, Maho; Muramatsu, Masakazu - In: Computational Optimization and Applications 53 (2012) 3, pp. 823-844

We observe that in a simple one-dimensional polynomial optimization problem (POP), the ‘optimal’ values of semidefinite … programming (SDP) relaxation problems reported by the standard SDP solvers converge to the optimal value of the POP, while the …

Persistent link: https://www.econbiz.de/10010847466

A new second-order corrector interior-point algorithm for semidefinite programming

Liu, Changhe; Liu, Hongwei - In: Mathematical Methods of Operations Research 75 (2012) 2, pp. 165-183

In this paper, we propose a second-order corrector interior-point algorithm for semidefinite programming (SDP). This …

Persistent link: https://www.econbiz.de/10011000007

An improved algorithm to test copositivity

Sponsel, Julia; Bundfuss, Stefan; Dür, Mirjam - In: Journal of Global Optimization 52 (2012) 3, pp. 537-551

Persistent link: https://www.econbiz.de/10010994039

Edge-based semidefinite programming relaxation of sensor network localization with lower bound constraints

Pong, Ting - In: Computational Optimization and Applications 53 (2012) 1, pp. 23-44

In this paper, we strengthen the edge-based semidefinite programming relaxation (ESDP) recently proposed by Wang, Zheng …

Persistent link: https://www.econbiz.de/10010998374