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Search: subject:"convex relaxation"
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Mathematical programming
14
Mathematische Optimierung
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11
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10
convex relaxation
9
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5
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1
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1
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Tilburg University, Center for Economic Research
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Journal of Global Optimization
6
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3
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Mathematics of operations research
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ECONIS (ZBW)
14
RePEc
9
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1
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10
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23
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1
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
Saved in:
2
Picking winners : diversification through portfolio optimization
Liu, Ju
;
Changchun, Liu
;
Teo, Chung-Piaw
- In:
Production and operations management : the flagship …
32
(
2023
)
9
,
pp. 2864-2884
Persistent link: https://www.econbiz.de/10014369476
Saved in:
3
Effective algorithms for optimal portfolio deleveraging problem with cross impact
Luo, Hezhi
;
Chen, Yuanyuan
;
Zhang, Xianye
;
Li, Duan
; …
- In:
Mathematical finance : an international journal of …
34
(
2024
)
1
,
pp. 36-89
Persistent link: https://www.econbiz.de/10014471144
Saved in:
4
On computing with some convex relaxations for the maximum-entropy sampling problem
Chen, Zhongzhu
;
Fampa, Marcia Helena Costa
;
Lee, Jon
- In:
INFORMS journal on computing : JOC ; charting new …
35
(
2023
)
2
,
pp. 368-385
Persistent link: https://www.econbiz.de/10014327635
Saved in:
5
Stable bounds on the duality gap of separable nonconvex optimization problems
Kerdreux, Thomas
;
Colin, Igor
;
D'Aspremont, Alexandre
- In:
Mathematics of operations research
48
(
2023
)
2
,
pp. 1044-1065
Persistent link: https://www.econbiz.de/10014314977
Saved in:
6
Best response algorithms in ratio-bounded games: convergence of affine relaxations to Nash equilibria
Caruso, Francesco
;
Ceparano, Maria Carmela
;
Morgan, …
-
2020
Persistent link: https://www.econbiz.de/10012502790
Saved in:
7
Disjunctive linear separation conditions and mixed-integer formulations for aircraft conflict resolution
Dias, Fernando H. C.
;
Hijazi, Hassan
;
Rey, David
- In:
European journal of operational research : EJOR
296
(
2022
)
2
,
pp. 520-538
Persistent link: https://www.econbiz.de/10012663361
Saved in:
8
New bounds for subset selection from conic relaxations
Ben-Ameur, Walid
;
Neto, José
- In:
European journal of operational research : EJOR
298
(
2022
)
2
,
pp. 425-438
Persistent link: https://www.econbiz.de/10013206866
Saved in:
9
Complexity results and effective algorithms for worst-case linear optimization under uncertainties
Luo, Hezhi
;
Ding, Xiaodong
;
Peng, Jiming
;
Jiang, Rujun
; …
- In:
INFORMS journal on computing : JOC
33
(
2021
)
1
,
pp. 180-197
Persistent link: https://www.econbiz.de/10012496371
Saved in:
10
Robust optimization for electricity generation
Yang, Haoxiang
;
Morton, David P.
;
Bandi, Chaithanya
; …
- In:
INFORMS journal on computing : JOC
33
(
2021
)
1
,
pp. 336-351
Persistent link: https://www.econbiz.de/10012496420
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