On standard quadratic optimization problems
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Cited in
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- Separable standard quadratic optimization problems
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- Extensions of the standard quadratic optimization problem: strong duality, optimality, hidden convexity and S-lemma
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- Two-stage stochastic standard quadratic optimization
- A study on sequential minimal optimization methods for standard quadratic problems
- Continuous cubic formulations for cluster detection problems in networks
- On standard quadratic programs with exact and inexact doubly nonnegative relaxations
- On sparsity of the solution to a random quadratic optimization problem
- Two methods for the maximization of homogeneous polynomials over the simplex
- Global solutions of nonconvex standard quadratic programs via mixed integer linear programming reformulations
- Simple complexity from imitation games
- Linear vs. quadratic portfolio selection models with hard real-world constraints
- Tightening a copositive relaxation for standard quadratic optimization problems
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- Solving cardinality constrained mean-variance portfolio problems via MILP
- Strong duality and KKT conditions in nonconvex optimization with a single equality constraint and geometric constraint
- Maximization of homogeneous polynomials over the simplex and the sphere: structure, stability, and generic behavior
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- scientific article; zbMATH DE number 3970535 (Why is no real title available?)
- Sparse solutions to random standard quadratic optimization problems
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- The complexity of simple models -- a study of worst and typical hard cases for the standard quadratic optimization problem
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- On copositive programming and standard quadratic optimization problems
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