Quadratic programming is in NP
From MaRDI portal
Publication:2640441
Recommendations
Cites work
Cited in
(44)- Characterizations of mixed binary convex quadratic representable sets
- QPLIB: a library of quadratic programming instances
- Second order cone constrained convex relaxations for nonconvex quadratically constrained quadratic programming
- scientific article; zbMATH DE number 591196 (Why is no real title available?)
- Foundations of probability-raising causality in Markov decision processes
- Exact augmented Lagrangian duality for mixed integer quadratic programming
- New bounds for nonconvex quadratically constrained quadratic programming
- Issues in computing contact forces for non-penetrating rigid bodies
- An error analysis for polynomial optimization over the simplex based on the multivariate hypergeometric distribution
- Random projections for quadratic programs
- Folded concave penalized sparse linear regression: sparsity, statistical performance, and algorithmic theory for local solutions
- Complexity, exactness, and rationality in polynomial optimization
- Complexity, exactness, and rationality in polynomial optimization
- Abstract interpretation meets convex optimization
- Approximation algorithms for indefinite quadratic programming
- Semidefinite relaxations for quadratically constrained quadratic programming: A review and comparisons
- An approximation algorithm for indefinite mixed integer quadratic programming
- On the complexity of computing the handicap of a sufficient matrix
- On the complexity of finding a local minimizer of a quadratic function over a polytope
- On the utility maximization of the discrepancy between a perceived and market implied risk neutral distribution
- Quadratic programming with one negative eigenvalue is NP-hard
- Parametric simplex algorithms for a class of NP-complete problems whose average number of steps is polynomial
- Invariants of SDP exactness in quadratic programming
- Kissing polytopes
- A study of piecewise linear-quadratic programs
- Canonical duality theory: connections between nonconvex mechanics and global optimization
- The complexity of approximating a nonlinear program
- How Do Exponential Size Solutions Arise in Semidefinite Programming?
- Hessian barrier algorithms for linearly constrained optimization problems
- The computational complexity of evolutionarily stable strategies
- Trading performance for stability in Markov decision processes
- The computability of LQR and LQG control
- Robustness to rank reversal in pairwise comparison matrices based on uncertainty bounds
- Some NP-complete problems in quadratic and nonlinear programming
- On approximation algorithms for concave mixed-integer quadratic programming
- On approximation algorithms for concave mixed-integer quadratic programming
- Analysis of copositive optimization based linear programming bounds on standard quadratic optimization
- Facets of a mixed-integer bilinear covering set with bounds on variables
- Approximation of the quadratic set covering problem
- On the parallel approximability of a subclass of quadratic programming.
- Abstract model repair for probabilistic systems
- Mixed-integer quadratic programming is in NP
- Solving optimization problems on ranks and inertias of some constrained nonlinear matrix functions via an algebraic linearization method
- Eigenvalue-based algorithm and analysis for nonconvex QCQP with one constraint
This page was built for publication: Quadratic programming is in NP
Report a bug (only for logged in users!)Click here to report a bug for this page (MaRDI item Q2640441)
