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Semidefinite approximations for bicliques and bi-independent pairs

Laurent, Monique; Polak, Sven; Vargas, Luis - In: Mathematics of operations research 50 (2025) 1, pp. 537-572

Persistent link: https://www.econbiz.de/10015211748

Approximating Pareto curves using semidefinite relaxations

Magron, Victor; Henrion, Didier; Lasserre, Jean-Bernard - In: Operations research letters 42 (2014) 6/7, pp. 432-437

Persistent link: https://www.econbiz.de/10010428050

On the worst-case complexity of the gradient method with exact line search for smooth strongly convex functions

Klerk, Etienne de; Glineur, François; Taylor, Adrien B. - 2016

Persistent link: https://www.econbiz.de/10011893983

A space decomposition scheme for maximum eigenvalue functions and its applications

Huang, Ming; Lu, Yue; Pang, Li Ping; Xia, Zun Quan - In: Mathematical methods of operations research 85 (2017) 3, pp. 453-490

Persistent link: https://www.econbiz.de/10011714518

Multi-period portfolio optimization : translation of autocorrelation risk to excess variance

Choi, Byung-Geun; Rujeerapaiboon, Napat; Jiang, Ruiwei - In: Operations research letters 44 (2016) 6, pp. 801-807

Persistent link: https://www.econbiz.de/10011622383

Minimizing the sum of linear fractional functions over the cone of positive semidefinite matrices : approximation and applications

Xia, Yong; Wang, Longfei; Wang, Shu - In: Operations research letters 46 (2018) 1, pp. 76-80

Persistent link: https://www.econbiz.de/10011807925

Computationally efficient approximations for distributionally robust optimization under moment and Wasserstein ambiguity

Cheramin, Meysam; Cheng, Jianqiang; Jiang, Ruiwei; Pan, Kai - In: INFORMS journal on computing : JOC ; charting new … 34 (2022) 3, pp. 1768-1794

Persistent link: https://www.econbiz.de/10013361843

Improving the linear relaxation of maximum k-cut with semidefinite-based constraints

Sousa, Vilmar Jefté Rodrigues de; Anjos, Miguel F.; Le … - In: EURO journal on computational optimization 7 (2019) 2, pp. 123-151

Persistent link: https://www.econbiz.de/10012111227

Efficient positive semidefinite matrix approximation by iterative optimisations and gradient descent method

Asimit, Vali; Wang, Runshi; Zhou, Feng; Rui, Zhu - In: Risks : open access journal 13 (2025) 2, pp. 1-25

We devise two algorithms for approximating solutions of PSDisation, a problem in actuarial science and finance, to find the nearest valid correlation matrix that is positive semidefinite (PSD). The first method converts the PSDisation problem with a positive semidefinite constraint and other...

Persistent link: https://www.econbiz.de/10015333751

Testing for differences in stochastic network structure

Auerbach, Eric - In: Econometrica : journal of the Econometric Society, an … 90 (2022) 3, pp. 1205-1223

Persistent link: https://www.econbiz.de/10013279539