Pages that link to "Item:Q2802544"

The following pages link to On the Implementation and Usage of SDPT3 – A Matlab Software Package for Semidefinite-Quadratic-Linear Programming, Version 4.0 (Q2802544):

Displaying 50 items.

• Integrated inventory control and facility location decisions in a multi-echelon supply chain network with hubs (Q264284) (← links)
• A constraint-reduced algorithm for semidefinite optimization problems with superlinear convergence (Q306395) (← links)
• An inexact non-interior continuation method for semidefinite programming: convergence analysis and numerical results (Q312194) (← links)
• A modified homogeneous potential reduction algorithm for solving the monotone semidefinite linear complementarity problem (Q331977) (← links)
• A smoothing Newton method for the second-order cone complementarity problem. (Q351966) (← links)
• An SOS-QE approach to nonlinear gain analysis for polynomial dynamical systems (Q359900) (← links)
• Sparse solutions to random standard quadratic optimization problems (Q378104) (← links)
• Alternating projections on nontangential manifolds (Q387545) (← links)
• Revisiting several problems and algorithms in continuous location with \(\ell _\tau \) norms (Q457226) (← links)
• A polynomial time constraint-reduced algorithm for semidefinite optimization problems (Q493064) (← links)
• A fast nonlinear control method for linear systems with input saturation (Q534318) (← links)
• A smoothing Newton method with Fischer-Burmeister function for second-order cone complementarity problems (Q639203) (← links)
• Convex optimization methods for dimension reduction and coefficient estimation in multivariate linear regression (Q662292) (← links)
• Convex optimisation-based methods for K-complex detection (Q668213) (← links)
• Sparse and constrained stochastic predictive control for networked systems (Q680489) (← links)
• Interpreting latent variables in factor models via convex optimization (Q681494) (← links)
• Convex relaxations for mixed integer predictive control (Q710707) (← links)
• Successive linearization methods for nonlinear semidefinite programs (Q812426) (← links)
• A line search penalty-free method for nonlinear second-order cone programming (Q829562) (← links)
• Robust high-order repetitive control: Optimal performance trade-offs (Q1004138) (← links)
• Certificates of infeasibility via nonsmooth optimization (Q1675645) (← links)
• A multilevel analysis of the Lasserre hierarchy (Q1735163) (← links)
• Robust two-stage stochastic linear optimization with risk aversion (Q1752187) (← links)
• Maximum-entropy sampling and the Boolean quadric polytope (Q1756791) (← links)
• Generalized Lagrangian duality for nonconvex polynomial programs with polynomial multipliers (Q1756794) (← links)
• Composite convex optimization with global and local inexact oracles (Q1986105) (← links)
• Interior point method on semi-definite linear complementarity problems using the Nesterov-Todd (NT) search direction: polynomial complexity and local convergence (Q2007836) (← links)
• A survey on conic relaxations of optimal power flow problem (Q2023908) (← links)
• Mixing convex-optimization bounds for maximum-entropy sampling (Q2044968) (← links)
• A new method based on the manifold-alternative approximating for low-rank matrix completion (Q2061479) (← links)
• Minimum variance constrained estimator (Q2071951) (← links)
• Solving symmetric and positive definite second-order cone linear complementarity problem by a rational Krylov subspace method (Q2120802) (← links)
• Local saddle points for unconstrained polynomial optimization (Q2125068) (← links)
• Semidefinite programming hierarchies for constrained bilinear optimization (Q2149569) (← links)
• Status determination by interior-point methods for convex optimization problems in domain-driven form (Q2149574) (← links)
• Stochastic predictive control under intermittent observations and unreliable actions (Q2188251) (← links)
• An inexact interior-point Lagrangian decomposition algorithm with inexact oracles (Q2188950) (← links)
• Dissipative stabilization of linear systems with time-varying general distributed delays (Q2208551) (← links)
• Robust trade-off portfolio selection (Q2218875) (← links)
• A robust bank asset allocation model integrating credit-rating migration risk and capital adequacy ratio regulations (Q2241085) (← links)
• A line search exact penalty method for nonlinear semidefinite programming (Q2301144) (← links)
• Self-concordant inclusions: a unified framework for path-following generalized Newton-type algorithms (Q2316618) (← links)
• Generalized self-concordant functions: a recipe for Newton-type methods (Q2330645) (← links)
• Regularized robust optimization: the optimal portfolio execution case (Q2376119) (← links)
• Sums of Hermitian squares decomposition of non-commutative polynomials in non-symmetric variables using NCSOStools (Q2418156) (← links)
• A primal-dual interior-point method based on various selections of displacement step for symmetric optimization (Q2419510) (← links)
• Smoothing Newton algorithm for symmetric cone complementarity problems based on a one-parametric class of smoothing functions (Q2430462) (← links)
• Outlier detection and least trimmed squares approximation using semi-definite programming (Q2445775) (← links)
• Coprime factors reduction methods for linear parameter varying and uncertain systems (Q2504649) (← links)
• Reliable approximations of probability-constrained stochastic linear-quadratic control (Q2628676) (← links)