New Analysis on Sparse Solutions to Random Standard Quadratic Optimization Problems and Extensions
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Cites work
- scientific article; zbMATH DE number 3863589 (Why is no real title available?)
- scientific article; zbMATH DE number 1775450 (Why is no real title available?)
- A clique algorithm for standard quadratic programming
- Algorithms for determining the copositivity of a given symmetric matrix
- Compressed sensing
- Continuous Characterizations of the Maximum Clique Problem
- Extensions of Lipschitz mappings into a Hilbert space
- Guaranteed minimum-rank solutions of linear matrix equations via nuclear norm minimization
- New and old bounds for standard quadratic optimization: dominance, equivalence and incomparability
- On standard quadratic optimization problems
- Random knapsack in expected polynomial time
- Robust principal component analysis?
- Robust uncertainty principles: exact signal reconstruction from highly incomplete frequency information
- Sparse solutions to random standard quadratic optimization problems
Cited in
(9)- Two-stage stochastic standard quadratic optimization
- On sparsity of the solution to a random quadratic optimization problem
- Sparse conic reformulation of structured QCQPs based on copositive optimization with applications in stochastic optimization
- The complexity of simple models -- a study of worst and typical hard cases for the standard quadratic optimization problem
- On tractable convex relaxations of standard quadratic optimization problems under sparsity constraints
- Building a completely positive factorization
- Tighter yet more tractable relaxations and nontrivial instance generation for sparse standard quadratic optimization
- On random quadratic forms: supports of potential local maxima
- Sparse solutions to random standard quadratic optimization problems
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