A semidefinite programming heuristic for quadratic programming problems with complementarity constraints
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Cites work
- scientific article; zbMATH DE number 1049347 (Why is no real title available?)
- scientific article; zbMATH DE number 3892457 (Why is no real title available?)
- scientific article; zbMATH DE number 2196287 (Why is no real title available?)
- A Spectral Bundle Method for Semidefinite Programming
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- Convergence properties of a regularization scheme for mathematical programs with complementarity constraints
- Engineering and Economic Applications of Complementarity Problems
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- Matrix Analysis
- Nonconvex Structures in Nonlinear Programming
- Programming with linear fractional functionals
- Rebalancing an investment portfolio in the presence of convex transaction costs, including market impact costs
- Restarting after branching in the SDP approach to MAX-CUT and similar combinatorial optimization problems
- SDPT3 — A Matlab software package for semidefinite programming, Version 1.3
- Semidefinite Programming
- Semidefinite optimization
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Cited in
(8)- Rebalancing an investment portfolio in the presence of convex transaction costs, including market impact costs
- Quadratic factorization heuristics for copositive programming
- Tight SDP relaxations for cardinality-constrained problems
- Globally solving box-constrained nonconvex quadratic programs with semidefinite-based finite branch-and-bound
- A simultaneous diagonalization based SOCP relaxation for convex quadratic programs with linear complementarity constraints
- Tighter yet more tractable relaxations and nontrivial instance generation for sparse standard quadratic optimization
- New notions of simultaneous diagonalizability of quadratic forms with applications to QCQPs
- A simultaneous diagonalization based SOCP relaxation for portfolio optimization with an orthogonality constraint
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