Search Results - subject:"semidefinite programming"

Robust international portfolio management

Fonseca, Raquel; Wiesemann, Wolfram; Rustem, Berç - In: Computational Management Science 9 (2012) 1, pp. 31-62

Persistent link: https://www.econbiz.de/10010539354

Implicit optimality criterion for convex SIP problem with box constrained index set

Kostyukova, O.; Tchemisova, T. - In: TOP: An Official Journal of the Spanish Society of … 20 (2012) 2, pp. 475-502

Persistent link: https://www.econbiz.de/10010557940

Global optimization of polynomial-expressed nonlinear optimal control problems with semidefinite programming relaxation

Tsuchiya, Takeshi - In: Journal of Global Optimization 54 (2012) 4, pp. 831-854

condition with semidefinite programming relaxation. In the process of introducing the relaxed optimal control problem, we …

Persistent link: https://www.econbiz.de/10010600689

Strong duality and minimal representations for cone optimization

Tunçel, Levent; Wolkowicz, Henry - In: Computational Optimization and Applications 53 (2012) 2, pp. 619-648

strict complementarity in their homogeneous counterpart. Our emphasis is on results that deal with Semidefinite Programming …

Persistent link: https://www.econbiz.de/10010600749

Handbook on Semidefinite, Conic and Polynomial Optimization

Anjos, Miguel F. - 2012

Symmetric Conics: A Survey of Recent Developments in Several Aspects -- Convexity and Semidefinite Programming in Dimension … Descent Methods for Semidefinite Programming -- Projection Methods in Conic Optimization -- SDP Relaxations for Non …-Commutative Polynomial Optimization -- Semidefinite Programming and Constraint Programming -- The State-of-the-Art in Conic Optimization …

Persistent link: https://www.econbiz.de/10014552559

Handbook on semidefinite, conic and polynomial optimization

Anjos, Miguel F. (contributor); … - 2012

Annotation, This book offers the reader a snapshot of the state-of-the-art in the growing and mutually enriching areas of semidefinite optimization, conic optimization and polynomial optimization. It covers theory, algorithms, software and applications

Persistent link: https://www.econbiz.de/10014275319

A self-concordance property for nonconvex semidefinite programming

Garcés, Rodrigo; Gómez, Walter; Jarre, Florian - In: Computational Statistics 74 (2011) 1, pp. 77-92

sequential semidefinite programming algorithm for solving general smooth nonlinear semidefinite problems. We extend locally the …

Persistent link: https://www.econbiz.de/10010847656

A self-concordance property for nonconvex semidefinite programming

Garcés, Rodrigo; Gómez, Walter; Jarre, Florian - In: Mathematical Methods of Operations Research 74 (2011) 1, pp. 77-92

sequential semidefinite programming algorithm for solving general smooth nonlinear semidefinite problems. We extend locally the …

Persistent link: https://www.econbiz.de/10010999689

Alternating direction method for bi-quadratic programming

Hu, Sheng-Long; Huang, Zheng-Hai - In: Journal of Global Optimization 51 (2011) 3, pp. 429-446

Persistent link: https://www.econbiz.de/10009324648

Semidefinite relaxation bounds for bi-quadratic optimization problems with quadratic constraints

Zhang, Xinzhen; Ling, Chen; Qi, Liqun - In: Journal of Global Optimization 49 (2011) 2, pp. 293-311

Persistent link: https://www.econbiz.de/10008925232