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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 141 - 150 of 257
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Faster, but weaker, relaxations for quadratically constrained quadratic programs
Burer, Samuel; Kim, Sunyoung; Kojima, Masakazu - In: Computational Optimization and Applications 59 (2014) 1, pp. 27-45
to existing relaxations based on semidefinite programming (SDP), our relaxations incorporate features of both SDP and …
Persistent link: https://www.econbiz.de/10010937794
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Symmetry in RLT-type relaxations for the quadratic assignment and standard quadratic optimization problems
de Klerk, Etienne; -Nagy, Marianna E.; Sotirov, Renata; … - In: European Journal of Operational Research 233 (2014) 3, pp. 488-499
The reformulation–linearization technique (RLT), introduced in [Sherali, H. D., Adams. W. P. (1990). A hierarchy of relaxations between the continuous and convex hull representations for zero-one programming problems. SIAM Journal on Discrete Mathematics 3(3), 411–430], provides a way to...
Persistent link: https://www.econbiz.de/10010719584
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Curvature integrals and iteration complexities in SDP and symmetric cone programs
Kakihara, Satoshi; Ohara, Atsumi; Tsuchiya, Takashi - In: Computational Optimization and Applications 57 (2014) 3, pp. 623-665
In this paper, we study iteration complexities of Mizuno-Todd-Ye predictor-corrector (MTY-PC) algorithms in SDP and symmetric cone programs by way of curvature integrals. The curvature integral is defined along the central path, reflecting the geometric structure of the central path. Integrating...
Persistent link: https://www.econbiz.de/10010998381
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Revisiting several problems and algorithms in continuous location with <InlineEquation ID="IEq1"> <EquationSource Format="TEX">$$\ell _\tau $$</EquationSource> <EquationSource Format="MATHML"> <math xmlns:xlink="http://www.w3.org/1999/xlink"> <msub> <mi>ℓ</mi> <mi mathvariant="italic">τ</mi> </msub> </math> </EquationSource> </InlineEquation> norms
Blanco, Victor; Puerto, Justo; Ali, Safae El Haj Ben - In: Computational Optimization and Applications 58 (2014) 3, pp. 563-595
This paper addresses the general continuous single facility location problems in finite dimension spaces under possibly different <InlineEquation ID="IEq4"> <EquationSource Format="TEX">$$\ell _\tau $$</EquationSource> <EquationSource Format="MATHML"> <math xmlns:xlink="http://www.w3.org/1999/xlink"> <msub> <mi>ℓ</mi> <mi mathvariant="italic">τ</mi> </msub> </math> </EquationSource> </InlineEquation> norms, <InlineEquation ID="IEq5"> <EquationSource Format="TEX">$$\tau \ge 1$$</EquationSource> <EquationSource Format="MATHML"> <math xmlns:xlink="http://www.w3.org/1999/xlink"> <mrow> <mi mathvariant="italic">τ</mi> <mo>≥</mo> <mn>1</mn> </mrow> </math> </EquationSource> </InlineEquation>, in the demand points. We analyze the difficulty of this family of problems and revisit...</equationsource></equationsource></inlineequation></equationsource></equationsource></inlineequation>
Persistent link: https://www.econbiz.de/10010998383
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A distributionally robust joint chance constrained optimization model for the dynamic network design problem under demand uncertainty
Sun, Hua; Gao, Ziyou; Szeto, W. Y.; Long, Jiancheng; … - In: Networks and spatial economics : a journal of … 14 (2014) 3/4, pp. 409-433
Persistent link: https://www.econbiz.de/10011308772
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Partial Lagrangian relaxation for the unbalanced orthogonal Procrustes problem
Xia, Yong; Han, Ying-wei - In: Mathematical methods of operations research 79 (2014) 2, pp. 225-237
Persistent link: https://www.econbiz.de/10010347954
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Robust tracking error portfolio selection with worst-case downside risk measures
Ling, Aifan; Sun, Jie; Yang, Xiaoguang - In: Journal of economic dynamics & control 39 (2014), pp. 178-207
Persistent link: https://www.econbiz.de/10010388754
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Convergence of the Lasserre hierarchy of SDP relaxations for convex polynomial programs without compactness
Jeyakumar, Vaithilingam; Phạm, T. S.; Li, Guoyin - In: Operations research letters 42 (2014) 1, pp. 34-40
Persistent link: https://www.econbiz.de/10010259257
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On distributional robust probability functions and their computations
Wong, Man Hong; Zhang, Shuzhong - In: European journal of operational research : EJOR 233 (2014) 1, pp. 23-33
Persistent link: https://www.econbiz.de/10010224942
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Stochastic and semidefinite optimization for scheduling in orthogonal frequency division multiple access networks
Adasme, Pablo; Lisser, Abdel - In: Journal of scheduling 17 (2014) 5, pp. 445-469
Persistent link: https://www.econbiz.de/10010462030
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