On standard quadratic optimization problems
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Cited in
(72)- scientific article; zbMATH DE number 3970535 (Why is no real title available?)
- Two-stage stochastic standard quadratic optimization
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- Extensions of the standard quadratic optimization problem: strong duality, optimality, hidden convexity and S-lemma
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- Lower bounds for maximal cp-ranks of completely positive matrices and tensors
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- Characterizing existence of minimizers and optimality to nonconvex quadratic integrals
- Dominant-set clustering: a review
- Two methods for the maximization of homogeneous polynomials over the simplex
- The fundamental theorem of linear programming: extensions and applications
- Standard bi-quadratic optimization problems and unconstrained polynomial reformulations
- On sparsity of the solution to a random quadratic optimization problem
- Separable standard quadratic optimization problems
- Improving an upper bound on the stability number of a graph
- New bounds for nonconvex quadratically constrained quadratic programming
- On standard quadratic programs with exact and inexact doubly nonnegative relaxations
- An improved algorithm to test copositivity
- A first-order interior-point method for linearly constrained smooth optimization
- A Hierarchy of Standard Polynomial Programming Formulations for the Maximum Clique Problem
- Quartic formulation of standard quadratic optimization problems
- Global solutions of nonconvex standard quadratic programs via mixed integer linear programming reformulations
- Copositivity and complete positivity. Abstracts from the workshop held October 29 -- Novermber 4, 2017
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- A survey on graphs with convex quadratic stability number
- Think co(mpletely)positive! Matrix properties, examples and a clustered bibliography on copositive optimization
- The complexity of simple models -- a study of worst and typical hard cases for the standard quadratic optimization problem
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- Connections between continuous and combinatorial optimization problems through an extension of the fundamental theorem of Linear Programming
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- Solving cardinality constrained mean-variance portfolio problems via MILP
- Properties of two DC algorithms in quadratic programming
- Complex portfolio selection via convex mixed‐integer quadratic programming: a survey
- A new branch-and-bound algorithm for standard quadratic programming problems
- Solving Quadratic Programming by Cutting Planes
- Linear convergence of a type of iterative sequences in nonconvex quadratic programming
- Unconstrained formulation of standard quadratic optimization problems
- Binary classification posed as a quadratically constrained quadratic programming and solved using particle swarm optimization
- On copositive programming and standard quadratic optimization problems
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- On a solution method in indefinite quadratic programming under linear constraints
- Nonconvex homogeneous optimization: a general framework and optimality conditions of first and second-order
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- A copositive formulation for the stability number of infinite graphs
- A clique algorithm for standard quadratic programming
- Convex Envelopes of Some Quadratic Functions over the n-Dimensional Unit Simplex
- Globally Solving Nonconvex Quadratic Programs via Linear Integer Programming Techniques
- Game-theoretic models of moral and other-regarding agents (extended abstract)
- Optimal algorithms and intuitive explanations for Markowitz's portfolio selection model and Sharpe's ratio with no short-selling
- Generating irreducible copositive matrices using the stable set problem
- A new method for mean-variance portfolio optimization with cardinality constraints
- Analysis of copositive optimization based linear programming bounds on standard quadratic optimization
- Maximization of homogeneous polynomials over the simplex and the sphere: structure, stability, and generic behavior
- Fast cluster detection in networks by first order optimization
- Tightening a copositive relaxation for standard quadratic optimization problems
- A reformulation-linearization technique for optimization over simplices
- Solidity indices for convex cones
- Linear vs. quadratic portfolio selection models with hard real-world constraints
- Trust your data or not -- StQP remains StQP: community detection via robust standard quadratic optimization
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- Simple complexity from imitation games
- On admissible efficient portfolio selection policy
- Polyhedral properties of RLT relaxations of nonconvex quadratic programs and their implications on exact relaxations
- Sparse solutions to random standard quadratic optimization problems
- Strong duality and KKT conditions in nonconvex optimization with a single equality constraint and geometric constraint
- Copositivity tests based on the linear complementarity problem
- New Analysis on Sparse Solutions to Random Standard Quadratic Optimization Problems and Extensions
- A class of differential quadratic programming problems
- A study on sequential minimal optimization methods for standard quadratic problems
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