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semidefinite programming
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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
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ECONIS (ZBW)
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Parametric semidefinite programming : geometry of the trajectory of solutions
Bellon, Antonio
;
Henrion, Didier
;
Kungurtsev, Vyacheslav
; …
- In:
Mathematics of operations research
50
(
2025
)
1
,
pp. 410-430
Persistent link: https://www.econbiz.de/10015211723
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Revisiting semidefinite programming approaches to options pricing : complexity and computational perspectives
Henrion, Didier
;
Kirschner, Felix
;
Klerk, Etienne de
; …
- In:
INFORMS journal on computing : JOC ; charting new …
35
(
2023
)
2
,
pp. 335-349
Persistent link: https://www.econbiz.de/10014327623
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