Simplex QP-based methods for minimizing a conic quadratic objective over polyhedra
From MaRDI portal
Publication:2281450
DOI10.1007/S12532-018-0152-7zbMath1435.90097arXiv1706.05795OpenAlexW2963067467WikidataQ128894739 ScholiaQ128894739MaRDI QIDQ2281450
Publication date: 19 December 2019
Published in: Mathematical Programming Computation (Search for Journal in Brave)
Full work available at URL: https://arxiv.org/abs/1706.05795
quadratic programmingsimplex methodportfolio optimizationrobust optimizationvalue-at-risk minimizationconic quadratic optimizationwarm starts
Mixed integer programming (90C11) Quadratic programming (90C20) Extreme-point and pivoting methods (90C49)
Related Items (6)
Unnamed Item ⋮ Submodularity in Conic Quadratic Mixed 0–1 Optimization ⋮ An active set algorithm for robust combinatorial optimization based on separation oracles ⋮ Successive Quadratic Upper-Bounding for Discrete Mean-Risk Minimization and Network Interdiction ⋮ QPsimplex ⋮ A Mixed-Integer Fractional Optimization Approach to Best Subset Selection
Uses Software
Cites Work
- Unnamed Item
- Unnamed Item
- Unnamed Item
- Unnamed Item
- Smooth minimization of non-smooth functions
- Best subset selection via a modern optimization lens
- Maximizing a class of submodular utility functions
- A new polynomial-time algorithm for linear programming
- Polymatroids and mean-risk minimization in discrete optimization
- The submodular knapsack polytope
- Applications of second-order cone programming
- Stochastic spanning tree problem
- Robust solutions of uncertain linear programs
- An improved branch and bound algorithm for mixed integer nonlinear programs
- Second-order cone programming
- Extended formulations in mixed integer conic quadratic programming
- A polyhedral branch-and-cut approach to global optimization
- Computational study of a family of mixed-integer quadratic programming problems
- Least angle regression. (With discussion)
- Extension of Karmarkar's algorithm onto convex quadratically constrained quadratic problems
- Lifted polymatroid inequalities for mean-risk optimization with indicator variables
- The generalized simplex method for minimizing a linear form under linear inequality restraints
- Lectures on Modern Convex Optimization
- Robust Convex Optimization
- Warm-Start Strategies in Interior-Point Methods for Linear Programming
- A First-Order Smoothed Penalty Method for Compressed Sensing
- Square-root lasso: pivotal recovery of sparse signals via conic programming
- Exact Algorithms for the Chance-Constrained Vehicle Routing Problem
- The Simplex Method for Quadratic Programming
- Successive Quadratic Upper-Bounding for Discrete Mean-Risk Minimization and Network Interdiction
- Worst-Case Value-At-Risk and Robust Portfolio Optimization: A Conic Programming Approach
- On Finding Primal- and Dual-Optimal Bases
- Primal-Dual Interior-Point Methods for Self-Scaled Cones
- Interior Point Methods in Semidefinite Programming with Applications to Combinatorial Optimization
- Submodularity in Conic Quadratic Mixed 0–1 Optimization
- Mixed-integer nonlinear optimization
- Cuts for Conic Mixed-Integer Programming
- Stochastic Shortest Paths Via Quasi-convex Maximization
- Simplicial methods for quadratic programming
- Integrating SQP and branch-and-bound for mixed integer nonlinear programming
This page was built for publication: Simplex QP-based methods for minimizing a conic quadratic objective over polyhedra
