Showing 1 - 10 of 169
We consider the problem of minimizing a univariate function f on an interval [a, b]. When f is a polynomial, we review how this problem may be reformulated as a semidefinite programming (SDP) problem, and review how to extract all global minimizers from the solution of the SDP problem. For...
Persistent link: https://www.econbiz.de/10014058535
Polynomials, trigonometric polynomials, and rational functions are widely used for the discrete approximation of functions or simulation models. Often, it is known beforehand, that the underlying unknown function has certain properties, e.g., nonnegative or increasing on a certain region....
Persistent link: https://www.econbiz.de/10014063851
We review complexity results for minimizing polynomials over the standard simplex and unit hypercube.In addition, we show that there exists a polynomial time approximation scheme (PTAS) for minimizing Lipschitz continuous functions and functions with uniformly bounded Hessians over the standard...
Persistent link: https://www.econbiz.de/10012731994
Persistent link: https://www.econbiz.de/10001473524
Persistent link: https://www.econbiz.de/10002947692
In this paper we prove the counterintuitive result that the quadratic least squares approximation of a multivariate convex function in a finite set of points is not necessarily convex, even though it is convex for a univariate convex function. This result has many consequences both for the field...
Persistent link: https://www.econbiz.de/10014143768
Persistent link: https://www.econbiz.de/10003314846
In this paper we present the algorithmic framework and practical aspects of implementing a parallel version of a primal-dual semidefinite programming solver on a distributed memory computer cluster. Our implementation is based on the CSDP solver and uses a message passing interface (MPI), and...
Persistent link: https://www.econbiz.de/10014050442
We consider the orthoganality graph omega(n) with 2n vertices corresponding to the vectors {0,1}n, two vertices adjacent if and only if the Hamming distance between them is n/2. We show that, for n=16, the stability number of omega(n) is alpha(omega(16))=2304, thus proving a conjecture by...
Persistent link: https://www.econbiz.de/10014064937
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/10014066389