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  • Search: subject:"semidefinite programming"
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Year of publication
Subject
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Mathematische Optimierung 124 Mathematical programming 122 Semidefinite programming 108 semidefinite programming 100 Theorie 90 Theory 88 Estimation theory 15 Schätztheorie 15 Graph theory 14 Graphentheorie 14 Global optimization 13 Robust statistics 13 Robustes Verfahren 13 Semidefinite Programming 11 Combinatorial optimization 10 Stochastic process 9 Stochastischer Prozess 9 Algorithm 8 Algorithmus 8 Polynomial optimization 8 Robust optimization 8 Risiko 7 Risk 7 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 Cluster analysis 4
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Online availability
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Undetermined 150 Free 71 CC license 1
Type of publication
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Article 185 Book / Working Paper 66
Type of publication (narrower categories)
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Article in journal 113 Aufsatz in Zeitschrift 113 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 138 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 Berkelaar, Arjan B. 4 Cheng, Jianqiang 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 Ahmadi, Amir Ali 3 Burer, Samuel 3 Fawzi, Hamza 3 Hanasusanto, Grani A. 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 18 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 Computational Statistics 7 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 7 Mathematical Methods of Operations Research 7 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 Operations research 4 RAIRO / Operations research 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 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 Computational Management Science : CMS 1
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Source
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ECONIS (ZBW) 124 RePEc 120 EconStor 7
Showing 251 - 251 of 251
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Symmetric primal-dual path following algorithms for semidefinite programming
Sturm, J.F.; Zhang, Zhang, S. - Faculteit der Economische Wetenschappen, Erasmus … - 1995
In this paper a symmetric primal-dual transformation for positive semidefinite programming is proposed. For standard … (3) the largest step algorithm to semidefinite programming. It is shown that these algorithms require at most [TeX … primal-dual transformation we derive Newton search directions for primal-dual path-following algorithms for semidefinite …
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