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  • Search: subject:"quadratic optimization"
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Year of publication
Subject
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Mathematical programming 36 Mathematische Optimierung 36 Theorie 30 Theory 30 quadratic optimization 20 Quadratic optimization 19 Nichtlineare Optimierung 12 Nonlinear programming 11 Stochastic process 10 Stochastischer Prozess 10 Estimation theory 7 Portfolio-Management 7 Schätztheorie 7 robust optimization 7 Ganzzahlige Optimierung 6 Integer programming 6 Portfolio selection 6 Algorithm 5 Algorithmus 5 Global optimization 4 Multiobjective optimization 4 Risiko 4 Risk 4 Robust statistics 4 Robustes Verfahren 4 Semidefinite programming 4 Standard quadratic optimization 4 momentum strategy 4 Anlageverhalten 3 Convex quadratic optimization 3 Copositive optimization 3 Knapsack problems 3 Mixed-integer quadratic optimization 3 Nonconvex quadratic optimization 3 Quadratic Optimization 3 Quadratic assignment problem 3 binary quadratic optimization 3 Analysis 2 Approximation 2 Approximation algorithm 2
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Online availability
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Undetermined 41 Free 28 CC license 1
Type of publication
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Article 58 Book / Working Paper 19
Type of publication (narrower categories)
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Article in journal 35 Aufsatz in Zeitschrift 35 Working Paper 9 Graue Literatur 8 Non-commercial literature 8 Arbeitspapier 6 Article 6 Hochschulschrift 2 Aufsatz im Buch 1 Aufsatzsammlung 1 Book section 1 Conference paper 1 Konferenzbeitrag 1
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Language
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English 56 Undetermined 21
Author
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Bomze, Immanuel M. 9 Burgard, Jan Pablo 4 Martens, Martin 4 Atamtürk, Alper 3 Dijk, Herman K. van 3 Gómez, Andrés 3 Oord, Arco van 3 Tang, Heiwai 3 Wang, Fei 3 Wang, Zhi 3 Bruhn, Kenneth 2 Bökler, Fritz 2 Chen, Huifen 2 Chimani, Markus 2 Curtis, Frank E. 2 De Santis, Marianna 2 Delong, Łukasz 2 Eichfelder, Gabriele 2 Gabl, Markus 2 Li, Duan 2 Marandi, Ahmadreza 2 Niedermayer, Andras 2 Niedermayer, Daniel 2 Pinheiro, Maria Eduarda 2 Robinson, Daniel P. 2 Schachinger, Werner 2 Schmeiser, Bruce 2 Schmidt, Martin 2 Sotirov, Renata 2 Steffensen, Mogens 2 Truetsch, Uwe 2 Wagner, Mirko H. 2 Xia, Yong 2 Zins, Stefan 2 Zischg, Johannes 2 de Klerk, Etienne 2 -Nagy, Marianna E. 1 Afonso Arévalo, Javier Eduardo 1 Anacleto, Eduardo A. J. 1 Ben-Tal, Aharon 1
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Institution
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Department Volkswirtschaftlehre, Universität Bern 2 Center for Operations Research and Econometrics (CORE), École des Sciences Économiques de Louvain 1 Department of Economics, University of California-San Diego (UCSD) 1 HAL 1 Tilburg University, Center for Economic Research 1 Tinbergen Institute 1 Tinbergen Instituut 1
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Published in...
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Journal of Global Optimization 7 INFORMS journal on computing : JOC 5 Mathematics of operations research 5 Computational Optimization and Applications 4 Mathematical methods of operations research : ZOR 3 Asia-Pacific Journal of Operational Research (APJOR) 2 Computers & operations research : and their applications to problems of world concern ; an international journal 2 Diskussionsschriften 2 European Journal of Operational Research 2 European journal of operational research : EJOR 2 Les cahiers du GERAD 2 Operations research 2 Operations research letters : a journal of INFORMS devoted to the rapid publication of concise contributions in operations research 2 Tinbergen Institute Discussion Papers 2 CESifo Working Paper 1 CESifo working papers 1 CORE Discussion Papers 1 Computational Management Science : CMS 1 Decisions in economics and finance : a journal of applied mathematics 1 Discussion Paper / Tilburg University, Center for Economic Research 1 Discussion paper / Tinbergen Institute 1 Dissertation Series CentER 1 Dynamic games and applications : DGA 1 EURO journal on computational optimization 1 Handbook on the economics of renewable energy 1 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 1 INFORMS journal on optimization 1 Insurance 1 Insurance: Mathematics and Economics 1 International Journal of Data Warehousing and Mining (IJDWM) 1 International journal of theoretical and applied finance 1 Journal of Banking & Finance 1 Journal of banking & finance 1 Journal of comparative economics : the journal of the Association for Comparative Economic Studies 1 Mathematical Methods of Operations Research 1 Michael J. Brennan Irish Finance Working Paper Series Research Paper 1 Operations Research Perspectives 1 Operations research letters 1 Operations research perspectives 1 Research Papers in Economics 1
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Source
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ECONIS (ZBW) 44 RePEc 23 EconStor 9 Other ZBW resources 1
Showing 1 - 10 of 77
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Uncertain standard quadratic optimization under distributional assumptions : a chance-constrained epigraphic approach
Bomze, Immanuel M.; Vicente, Daniel de - In: Operations research letters : a journal of INFORMS … 62 (2025), pp. 1-6
Persistent link: https://www.econbiz.de/10015432298
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Novel shortcut strategies in copositivity detection : decomposition for quicker positive certificates
Zischg, Johannes; Bomze, Immanuel M. - In: Operations research perspectives 14 (2025), pp. 1-12
Copositivity is a property of symmetric matrices which is NP-hard to check. Nevertheless, it plays a crucial role in tight bounds for conic approaches of several hard optimization problems. In this paper, we present novel promising shortcut strategies to exploit favorable instances in a...
Persistent link: https://www.econbiz.de/10015433444
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Novel shortcut strategies in copositivity detection: Decomposition for quicker positive certificates
Zischg, Johannes; Bomze, Immanuel M. - In: Operations Research Perspectives 14 (2025), pp. 1-12
Copositivity is a property of symmetric matrices which is NP-hard to check. Nevertheless, it plays a crucial role in tight bounds for conic approaches of several hard optimization problems. In this paper, we present novel promising shortcut strategies to exploit favorable instances in a...
Persistent link: https://www.econbiz.de/10015455384
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On the numerical solution of Lasserre relaxations of unconstrained binary quadratic optimization problem
Habibi, Soodeh; Kočvara, Michal; Stingl, Michael - In: Journal of Global Optimization 93 (2025) 1, pp. 63-85
unconstrained binary quadratic optimization problems. For this we use an interior point method with a preconditioned conjugate …
Persistent link: https://www.econbiz.de/10015493391
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Mixed-integer quadratic optimization and iterative clustering techniques for semi-supervised support vector machines
Burgard, Jan Pablo; Pinheiro, Maria Eduarda; Schmidt, Martin - In: Top : an official journal of the Spanish Society of … 32 (2024) 3, pp. 391-428
Persistent link: https://www.econbiz.de/10015188200
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Mixed-integer quadratic optimization and iterative clustering techniques for semi-supervised support vector machines
Burgard, Jan Pablo; Pinheiro, Maria Eduarda; Schmidt, Martin - In: TOP 32 (2024) 3, pp. 391-428
information about the size of the classes can be available from undisclosed sources. We propose a mixed-integer quadratic … optimization (MIQP) model that covers the setting of labeled and unlabeled data points as well as the overall number of points in …
Persistent link: https://www.econbiz.de/10015375768
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Using dual relaxations in multiobjective mixed-integer convex quadratic programming
De Santis, Marianna; Eichfelder, Gabriele; Patria, Daniele - In: Journal of Global Optimization 92 (2024) 1, pp. 159-186
We present a branch-and-bound method for multiobjective mixed-integer convex quadratic programs that computes a superset of efficient integer assignments and a coverage of the nondominated set. The method relies on outer approximations of the upper image set of continuous relaxations. These...
Persistent link: https://www.econbiz.de/10015437236
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Sparse conic reformulation of structured QCQPs based on copositive optimization with applications in stochastic optimization
Gabl, Markus - In: Journal of Global Optimization 87 (2023) 1, pp. 221-254
of the standard quadratic optimization problem. When compared numerically to Burer's classical reformulation, the authors … quadratically constrained quadratic optimization problems that is similar to Burer's reformulation, but lifts the variables into a …
Persistent link: https://www.econbiz.de/10015179582
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Technical note: conic mixed-binary sets : convex hull characterizations and applications
Kılınç-Karzan, Fatma; Küçükyavuz, Simge; Lee, Dabeen - In: Operations research 73 (2025) 1, pp. 251-269
Persistent link: https://www.econbiz.de/10015445296
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On the rectangular knapsack problem
Bökler, Fritz; Chimani, Markus; Wagner, Mirko H. - In: Mathematical Methods of Operations Research 96 (2022) 1, pp. 149-160
A recent paper by Schulze et al. (Math Methods Oper Res 92(1):107–132, 2020) presented the Rectangular Knapsack Problem ( Rkp ) as a crucial subproblem in the study on the Cardinality-constrained Bi-objective Knapsack Problem ( Cbkp ). To this end, they started an investigation into its...
Persistent link: https://www.econbiz.de/10015166000
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