Search Results - subject:"Semidefinite programming"

IPNSDP : a solver for nonlinear semidefinite programming with automatic differentiation and chordal decomposition

Weldeyesus, Alemseged Gebrehiwot; Anjos, Miguel F. - 2026

Persistent link: https://www.econbiz.de/10015613660

Efficient positive semidefinite matrix approximation by iterative optimisations and gradient descent method

Asimit, Vali; Wang, Runshi; Zhou, Feng; Rui, Zhu - In: Risks : open access journal 13 (2025) 2, pp. 1-25

We devise two algorithms for approximating solutions of PSDisation, a problem in actuarial science and finance, to find the nearest valid correlation matrix that is positive semidefinite (PSD). The first method converts the PSDisation problem with a positive semidefinite constraint and other...

Persistent link: https://www.econbiz.de/10015333751

Standard errors for calibrated parameters

Cocci, Matthew D.; Plagborg-Møller, Mikkel - In: The review of economic studies : RES 92 (2025) 5, pp. 2952-2978

Persistent link: https://www.econbiz.de/10015458942

A novel sequential Benders-semidefinite framework with dual feasible proxy for multi-stage transmission expansion planning with contingencies

Fathipasandideh, Elmira; Suprême, Hussein; Dagdougui, … - 2025

Persistent link: https://www.econbiz.de/10015574907

Strong SDP based bounds on the cutwidth of a graph

Gaar, Elisabeth; Puges, Diane; Wiegele, Angelika - In: Computers & operations research : an international journal 161 (2024), pp. 1-11

Persistent link: https://www.econbiz.de/10014559232

A tight compact quadratically constrained convex relaxation of the Optimal Power Flow problem

Lambert, Amélie - In: Computers & operations research : an international journal 166 (2024), pp. 1-12

Persistent link: https://www.econbiz.de/10014564997

On the clique decomposition impact to the optimal power flow semidefinite relaxation solve time

Ricaux, Victor; Legrain, Antoine; Lesage-Landry, Antoine - 2024

Persistent link: https://www.econbiz.de/10015145597

Semidefinite games

Ickstadt, Constantin; Theobald, Thorsten; Tsigaridas, Elias - In: International journal of game theory 53 (2024) 3, pp. 827-857

Persistent link: https://www.econbiz.de/10015189082

On solving MAX-SAT using sum of squares

Sinjorgo, Lennart; Sotirov, Renata - In: INFORMS journal on computing : JOC ; charting new … 36 (2024) 2, pp. 417-433

Persistent link: https://www.econbiz.de/10014532298

Semidefinite games

Ickstadt, Constantin; Theobald, Thorsten; Tsigaridas, Elias - In: International Journal of Game Theory 53 (2024) 3, pp. 827-857

semidefinite programming. Furthermore, we show that two-player semidefinite zero-sum games are almost equivalent to semidefinite … programming, generalizing Dantzig’s result on the almost equivalence of bimatrix games and linear programming. For general two …

Persistent link: https://www.econbiz.de/10015358427