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  • Search: subject:"Semidefinite programming"
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Year of publication
Subject
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Mathematische Optimierung 129 Mathematical programming 127 Semidefinite programming 110 semidefinite programming 103 Theorie 92 Theory 90 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 Nonconvex quadratic programming 5 Portfolio selection 5 Portfolio-Management 5 Quadratic programming 5 Semidefinite programming (SDP) 5 robust optimization 5 Affine Scaling 4 Branch and Bound 4 Branch-and-Bound 4
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Online availability
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Undetermined 155 Free 72 CC license 1
Type of publication
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Article 191 Book / Working Paper 66
Type of publication (narrower categories)
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Article in journal 119 Aufsatz in Zeitschrift 119 Graue Literatur 9 Non-commercial literature 9 Working Paper 8 Arbeitspapier 5 Article 4 Hochschulschrift 4 Conference paper 1 Konferenzbeitrag 1
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Language
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English 144 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 Luo, Z-Q. 10 Anjos, Miguel F. 9 Zhang, Shuzhong 8 Lisser, Abdel 7 Pasechnik, D.V. 6 Wiegele, Angelika 6 Xia, Yong 6 Lasserre, Jean-Bernard 5 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 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 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 Central European Journal of Operations Research 1 Central European journal of operations research : CEJOR ; official journal of the Austrian, Croatian, Czech, Hungarian, Slovakian and Slovenian OR Societies 1
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Source
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ECONIS (ZBW) 130 RePEc 120 EconStor 7
Showing 241 - 250 of 257
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Superlinear convergence of a symmetric primal-dual path following algorithm for semidefinite programming
Luo, Z-Q.; Sturm, J.F.; Zhang, Zhang, S. - Faculteit der Economische Wetenschappen, Erasmus … - 1996
This paper establishes the superlinear convergence of a symmetric primal-dual path following algorithm for semidefinite … programming under the assumptions that the semidefinite program has a strictly complementary primal-dual optimal solution and that … superlinearly with order [TeX: $\\frac{2}{1+2^{-2r}}$]. The proof relies on a careful analysis of the central path for semidefinite …
Persistent link: https://www.econbiz.de/10011149301
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Polynomial Primal-Dual Cone Affine Scaling for Semidefinite Programming
Berkelaar, Berkelaar, A.B.; Sturm, J.F.; Zhang, Zhang, S. - Faculteit der Economische Wetenschappen, Erasmus … - 1996
semidefinite programming, resulting in a new algorithm. Compared to other primal--dual affine scaling algorithms for semidefinite …In this paper we generalize the primal--dual cone affine scaling algorithm of Sturm and Zhang to semidefinite … programming. We show in this paper that the underlying ideas of the cone affine scaling algorithm can be naturely applied to …
Persistent link: https://www.econbiz.de/10010837945
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Penalty and Barrier Methods for Convex Semidefinite Programming
Auslender, Alfred; Héctor C. - In: Computational Statistics 63 (2006) 2, pp. 195-219
In this paper we present penalty and barrier methods for solving general convex semidefinite programming problems. More …
Persistent link: https://www.econbiz.de/10010847728
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Penalty and Barrier Methods for Convex Semidefinite Programming
Auslender, Alfred; Héctor C. - In: Mathematical Methods of Operations Research 63 (2006) 2, pp. 195-219
In this paper we present penalty and barrier methods for solving general convex semidefinite programming problems. More …
Persistent link: https://www.econbiz.de/10010950142
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Symmetric primal-dual path following algorithms for semidefinite programming
Sturm, J.F.; Zhang, S. - Erasmus University Rotterdam, Econometric Institute - 1995
In this paper a symmetric primal-dual transformation for positive semidefinite programming is proposed. For standard … (3) the largest step algorithm to semidefinite programming. It is shown that these algorithms require at most [TeX … primal-dual transformation we derive Newton search directions for primal-dual path-following algorithms for semidefinite …
Persistent link: https://www.econbiz.de/10008584634
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On semidefinite programming relaxations for the satisfiability problem
Anjos, Miguel F. - In: Computational Statistics 60 (2004) 3, pp. 349-367
This paper is concerned with the analysis and comparison of semidefinite programming (SDP) relaxations for the …
Persistent link: https://www.econbiz.de/10010847851
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On semidefinite programming relaxations for the satisfiability problem
Anjos, Miguel F. - In: Mathematical Methods of Operations Research 60 (2004) 3, pp. 349-367
This paper is concerned with the analysis and comparison of semidefinite programming (SDP) relaxations for the …
Persistent link: https://www.econbiz.de/10010950243
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Interest rate model calibration using semidefinite Programming
D'Aspremont, A. - In: Applied Mathematical Finance 10 (2003) 3, pp. 183-213
then be solved very efficiently using semidefinite programming. …
Persistent link: https://www.econbiz.de/10005141308
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Bounding Option Prices by Semidefinite Programming: A Cutting Plane Algorithm
Gotoh, Jun-ya; Konno, Hiroshi - In: Management Science 48 (2002) 5, pp. 665-678
semidefinite programming problem (SDP). The purpose of this paper is to improve and extend their results. We will show that a tight …
Persistent link: https://www.econbiz.de/10009191992
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Statistical inference of minimum rank factor analysis
Shapiro, Alexander; Berge, Jos - In: Psychometrika 67 (2002) 1, pp. 79-94
Persistent link: https://www.econbiz.de/10005757671
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