The following pages link to Second-order cone programming (Q1411628):
Displaying 50 items.
- A modified and simplified full Nesterov-Todd step \(\mathcal {O}(N)\) infeasible interior-point method for second-order cone optimization (Q1660297) (← links)
- Volumetric barrier decomposition algorithms for stochastic quadratic second-order cone programming (Q1664235) (← links)
- An inexact interior point method for the large-scale simulation of granular material (Q1667344) (← links)
- Complexity analysis of a full-{N}ewton step interior-point method for linear optimization (Q1677554) (← links)
- Stochastic second-order-cone complementarity problems: expected residual minimization formulation and its applications (Q1680966) (← links)
- Autonomous trajectory planning for space vehicles with a Newton-Kantorovich/convex programming approach (Q1687355) (← links)
- Constraint qualification failure in action (Q1694785) (← links)
- A relaxed-certificate facial reduction algorithm based on subspace intersection (Q1709938) (← links)
- The relaxation modulus-based matrix splitting iteration methods for circular cone nonlinear complementarity problems (Q1715729) (← links)
- An extension of Chubanov's algorithm to symmetric cones (Q1717223) (← links)
- Robust \(\epsilon\)-support vector regression (Q1718224) (← links)
- A projection neural network for circular cone programming (Q1720929) (← links)
- Combined location-inventory optimization of deteriorating products supply chain based on CQMIP under stochastic environment (Q1721493) (← links)
- On the quadratic eigenvalue complementarity problem over a general convex cone (Q1732226) (← links)
- Linear complementarity problems on extended second order cones (Q1743527) (← links)
- DC decomposition of nonconvex polynomials with algebraic techniques (Q1749445) (← links)
- Multi-class second-order cone programming support vector machines (Q1750615) (← links)
- Optimization over structured subsets of positive semidefinite matrices via column generation (Q1751222) (← links)
- How to project onto extended second order cones (Q1753127) (← links)
- Time consistent multi-period robust risk measures and portfolio selection models with regime-switching (Q1754334) (← links)
- Complementarity properties of the Lyapunov transformation over symmetric cones (Q1757968) (← links)
- A matrix-splitting method for symmetric affine second-order cone complementarity problems (Q1765477) (← links)
- On \(Q\) and \(R_0\) properties of a quadratic representation in linear complementarity problems over the second-order cone (Q1774962) (← links)
- Product-form Cholesky factorization in interior point methods for second-order cone programming (Q1777219) (← links)
- Inverse conic programming with applications (Q1779714) (← links)
- Conditions for error bounds of linear complementarity problems over second-order cones with pseudomonotonicity (Q1782218) (← links)
- Verifiable sufficient conditions for the error bound property of second-order cone complementarity problems (Q1785203) (← links)
- A power penalty method for second-order cone linear complementarity problems (Q1785626) (← links)
- Feature scaling via second-order cone programming (Q1793515) (← links)
- An efficient second-order cone programming approach for optimal selection in tree breeding (Q1800455) (← links)
- Strong duality and minimal representations for cone optimization (Q1928754) (← links)
- Multi-resource allocation in stochastic project scheduling (Q1931636) (← links)
- A smoothing Newton method for mathematical programs governed by second-order cone constrained generalized equations (Q1941032) (← links)
- Distributionally robust joint chance constraints with second-order moment information (Q1942277) (← links)
- Exact computation of joint spectral characteristics of linear operators (Q1946589) (← links)
- Variable selection of varying coefficient models in quantile regression (Q1950855) (← links)
- Fixed gate point location problems (Q1979181) (← links)
- Return-mapping algorithms for associative isotropic hardening plasticity using conic optimization (Q1988893) (← links)
- Portfolio management with robustness in both prediction and decision: a mixture model based learning approach (Q1991930) (← links)
- Hyperbolic efficiency measurement: a conic programming approach (Q1999369) (← links)
- Learning general sparse additive models from point queries in high dimensions (Q2007617) (← links)
- A globally and quadratically convergent smoothing Newton method for solving second-order cone optimization (Q2009732) (← links)
- Two-phase simplex method for linear semidefinite optimization (Q2010151) (← links)
- A class of second-order cone eigenvalue complementarity problems for higher-order tensors (Q2014672) (← links)
- Penalized semidefinite programming for quadratically-constrained quadratic optimization (Q2022173) (← links)
- Approximate and exact optimal designs for \(2^k\) factorial experiments for generalized linear models via second order cone programming (Q2029231) (← links)
- Alternate solution approaches for competitive hub location problems (Q2029306) (← links)
- A new measure of technical efficiency in data envelopment analysis based on the maximization of hypervolumes: benchmarking, properties and computational aspects (Q2030523) (← links)
- Russell graph efficiency measures in data envelopment analysis: the multiplicative approach (Q2030620) (← links)
- A sensitivity result for quadratic second-order cone programming and its application. (Q2034051) (← links)
