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On Semidefinite Programming Relaxations of the Travelling Salesman Problem (Replaced by DP 2008-96)
de Klerk, Etienne; Sotirov, Renata; Pasechnik, D.V. - Tilburg University, Center for Economic Research - 2007
AMS classification: 90C22, 20Cxx, 70-08
Persistent link: https://www.econbiz.de/10011090442
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On Semidefinite Programming Relaxations of the Traveling Salesman Problem (revision of DP 2007-101)
de Klerk, Etienne; Sotirov, Renata; Pasechnik, D.V. - Tilburg University, Center for Economic Research - 2008
AMS classification: 90C22, 20Cxx, 70-08
Persistent link: https://www.econbiz.de/10011090982
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Investment Under Vanishing Uncertainty Due to Information Arriving Over Time
van Damme, Eric; Huisman, Kuno; Kort, Peter; Thijssen, … - Tilburg University, Center for Economic Research - 2001
Persistent link: https://www.econbiz.de/10011091037
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Risk Aversion, Price Uncertainty and Irreversible Investments
Huisman, Kuno; Kort, Peter; van den Goorbergh, R.W.J. - Tilburg University, Center for Economic Research - 2003
This paper generalizes the theory of irreversible investment under uncertainty by allowing for risk averse investors in the absence of com-plete markets.Until now this theory has only been developed in the cases of risk neutrality, or risk aversion in combination with complete markets.Within a...
Persistent link: https://www.econbiz.de/10011091407
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On Semidefinite Programming Relaxations of Association Schemes With Application to Combinatorial Optimization Problems
de Klerk, Etienne; Pasechnik, D.V. - Tilburg University, Center for Economic Research - 2009
AMS classification: 90C22, 20Cxx, 70-08
Persistent link: https://www.econbiz.de/10011091737
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A Linear Programming Reformulation of the Standard Quadratic Optimization Problem
de Klerk, Etienne; Pasechnik, D.V. - Tilburg University, Center for Economic Research - 2005
The problem of minimizing a quadratic form over the standard simplex is known as the standard quadratic optimization problem (SQO).It is NPhard, and contains the maximum stable set problem in graphs as a special case.In this note we show that the SQO problem may be reformulated as an...
Persistent link: https://www.econbiz.de/10011092227
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Solving SDP's in Non-commutative Algebras Part I : The Dual-Scaling Algorithm
de Klerk, Etienne; Pasechnik, D.V. - Tilburg University, Center for Economic Research - 2005
Semidefinite programming (SDP) may be viewed as an extension of linear programming (LP), and most interior point methods (IPM s) for LP can be extended to solve SDP problems.However, it is far more difficult to exploit data structures (especially sparsity) in the SDP case.In this paper we will...
Persistent link: https://www.econbiz.de/10011092270
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Strategic Investment Under Uncertainty and Information Spillovers
Huisman, Kuno; Kort, Peter; Thijssen, J.J.J. - Tilburg University, Center for Economic Research - 2001
Persistent link: https://www.econbiz.de/10011092917