zbMath0962.90001MaRDI QIDQ5915427
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Publication date: 16 October 2000
Published in: International Series in Operations Research \& Management Science (Search for Journal in Brave)
A survey of nonlinear robust optimization,
On Convex Hulls of Epigraphs of QCQPs,
On equivalent representations and properties of faces of the cone of copositive matrices,
Mathematical Programming Models and Exact Algorithms,
Convergence to a second-order critical point by a primal-dual interior point trust-region method for nonlinear semidefinite programming,
Euclidean Distance Bounds for Linear Matrix Inequalities Analytic Centers Using a Novel Bound on the Lambert Function,
Hyperbolic Relaxation of $k$-Locally Positive Semidefinite Matrices,
Complexity analysis of interior-point algorithm based on a new kernel function for semidefinite optimization,
Primal-dual interior point methods for Semidefinite programming based on a new type of kernel functions,
A Framework for Solving Chance-Constrained Linear Matrix Inequality Programs,
A limiting analysis on regularization of singular SDP and its implication to infeasible interior-point algorithms,
Complexity analysis of interior-point methods for second-order stationary points of nonlinear semidefinite optimization problems,
A new perspective on low-rank optimization,
Finding Bayesian Optimal Designs for Nonlinear Models: A Semidefinite Programming‐Based Approach,
Semidefinite Relaxation Methods for Tensor Absolute Value Equations,
Complex portfolio selection via convex mixed‐integer quadratic programming: a survey,
Negativizability: a useful property for distributed state estimation and control in cyber-physical systems,
A branch and bound method solving the max–min linear discriminant analysis problem,
An equivalent nonlinear optimization model with triangular low-rank factorization for semidefinite programs,
A Restricted Dual Peaceman-Rachford Splitting Method for a Strengthened DNN Relaxation for QAP,
A partial ellipsoidal approximation scheme for nonconvex homogeneous quadratic optimization with quadratic constraints,
On the weak second-order optimality condition for nonlinear semidefinite and second-order cone programming,
On eigenvalues of symmetric matrices with PSD principal submatrices,
A Decomposition Augmented Lagrangian Method for Low-Rank Semidefinite Programming,
Effective field theory bootstrap, large-\(N\) \(\chi\)PT and holographic QCD,
Weak notions of nondegeneracy in nonlinear semidefinite programming,
A preconditioned iterative interior point approach to the conic bundle subproblem,
Time-Varying Semidefinite Programming: Path Following a Burer–Monteiro Factorization,
Doubly autoparallel structure and curvature integrals. Applications to iteration complexity for solving convex programs,
Solving SDP relaxations of max-cut problem with large number of hypermetric inequalities by L-BFGS-B,
A convergent inflation hierarchy for quantum causal structures,
Robust multivariate adaptive regression splines under cross-polytope uncertainty: an application in a natural gas market,
An SDP method for fractional semi-infinite programming problems with SOS-convex polynomials,
A class of new search directions for full-NT step feasible interior point method in semidefinite optimization,
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Dilations, Linear Matrix Inequalities, the Matrix Cube Problem and Beta Distributions,
Efficient Solution of Maximum-Entropy Sampling Problems,
Hermitian Tensor Decompositions,
Hilbert’s 17th problem in free skew fields,
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Robust portfolio asset allocation and risk measures,
Optimal Size of Linear Matrix Inequalities in Semidefinite Approaches to Polynomial Optimization,
Stable Noncommutative Polynomials and Their Determinantal Representations,
Robust portfolio asset allocation and risk measures,
An LMI approach to periodic discrete-time unbiased filtering,
Preprocessing and Regularization for Degenerate Semidefinite Programs,
Foundations of Set-Semidefinite Optimization,
Validating numerical semidefinite programming solvers for polynomial invariants,
A first-order algorithm for the A-optimal experimental design problem: a mathematical programming approach,
Constrained trace-optimization of polynomials in freely noncommuting variables,
Maximizing the sum of a generalized Rayleigh quotient and another Rayleigh quotient on the unit sphere via semidefinite programming,
Semidefinite relaxations for partitioning, assignment and ordering problems,
Burnside graphs, algebras generated by sets of matrices, and the Kippenhahn conjecture,
A Matrix Positivstellensatz with Lifting Polynomials,
Semidefinite relaxations for partitioning, assignment and ordering problems,
Examples for the quantum Kippenhahn theorem,
Efficient Evaluation of Noncommutative Polynomials Using Tensor and Noncommutative Waring Decompositions,
Approximating amoebas and coamoebas by sums of squares,
A Newton-bracketing method for a simple conic optimization problem,
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Error Bounds and Singularity Degree in Semidefinite Programming,
Local, Dimensional and Universal Rigidities: A Unified Gram Matrix Approach,
B-Subdifferentials of the Projection onto the Generalized Simplex,
On Optimality Conditions for Nonlinear Conic Programming,
Amenable Cones Are Particularly Nice,
Robust truss topology optimization via semidefinite programming with complementarity constraints: a difference-of-convex programming approach,
Mathematical programming methods for microgrid design and operations: a survey on deterministic and stochastic approaches,
Products of positive forms, linear matrix inequalities, and Hilbert 17th problem for ternary forms,
Symmetry groups, semidefinite programs, and sums of squares,
Inverse conic linear programs in Banach spaces,
Stable zero duality gaps in convex programming: complete dual characterisations with applications to semidefinite programs,
Uniqueness of the solutions of some completion problems,
On robust solutions to linear least squares problems affected by data uncertainty and implementation errors with application to stochastic signal modeling,
Sum of squares method for sensor network localization,
On a special class of regularized central paths for semidefinite programs,
Multihazard design: Structural optimization approach,
A survey for the quadratic assignment problem,
Geometry of free loci and factorization of noncommutative polynomials,
Generating cutting planes for the semidefinite relaxation of quadratic programs,
Improved exact approaches for row layout problems with departments of equal length,
Stochastic semidefinite programming: a new paradigm for stochastic optimization,
A matrix generation approach for eigenvalue optimization,
Behavioral measures and their correlation with IPM iteration counts on semi-definite programming problems,
Properties of the augmented Lagrangian in nonlinear semidefinite optimization,
Sequential semidefinite program for maximum robustness design of structures under load uncertainty,
Computational strategy for Russell measure in DEA: second-order cone programming,
On the bridge between combinatorial optimization and nonlinear optimization: a family of semidefinite bounds for 0--1 quadratic problems leading to quasi-Newton methods,
On approximate solutions for robust convex semidefinite optimization problems,
Stochastic nuclear outages semidefinite relaxations,
Semidefinite bounds for the stability number of a graph via sums of squares of polynomials,
A full Nesterov-Todd step infeasible interior-point method for second-order cone optimization,
A semidefinite approach for truncated \(K\)-moment problems,
On the convergence of augmented Lagrangian methods for nonlinear semidefinite programming,
Half thresholding eigenvalue algorithm for semidefinite matrix completion,
A second order Mehrotra-type predictor-corrector algorithm for semidefinite optimization,
Alternating direction augmented Lagrangian methods for semidefinite programming,
An efficient DC programming approach for portfolio decision with higher moments,
Simplified infeasible interior-point algorithm for SDO using full Nesterov-Todd step,
Implicit optimality criterion for convex SIP problem with box constrained index set,
Newsvendor games: convex optimization of centralized inventory operations,
An equivalency condition of nonsingularity in nonlinear semidefinite programming,
Generating and improving orthogonal designs by using mixed integer programming,
On the uniqueness of Euclidean distance matrix completions.,
Proper analytic free maps,
New dual constraint qualifications characterizing zero duality gaps of convex programs and semidefinite programs,
Optimality theorems for convex semidefinite vector optimization problems,
Global stability analysis of fluid flows using sum-of-squares,
A unified kernel function approach to primal-dual interior-point algorithms for convex quadratic SDO,
The matricial relaxation of a linear matrix inequality,
Market price-based convex risk measures: a distribution-free optimization approach,
Recursive algorithms for inner ellipsoidal approximation of convex polytopes.,
Semidefinite programming and matrix scaling over the semidefinite cone.,
Polynomials with and without determinantal representations,
A globally convergent filter-type trust region method for semidefinite programming,
On the extension of an arc-search interior-point algorithm for semidefinite optimization,
Best ellipsoidal relaxation to solve a nonconvex problem.,
On duality gap in binary quadratic programming,
An interior point method with a primal-dual quadratic barrier penalty function for nonlinear semidefinite programming,
Exact certification in global polynomial optimization via sums-of-squares of rational functions with rational coefficients,
A feasible direction method for the semidefinite program with box constraints,
Generalized semi-infinite programming: a tutorial,
Graph realizations associated with minimizing the maximum eigenvalue of the Laplacian,
Complexity analysis of infeasible interior-point method for semidefinite optimization based on a new trigonometric kernel function,
A convex relaxation bound for subgraph isomorphism,
Optimization and stabilization of hierarchical electrical networks,
Numerical algebraic geometry and semidefinite programming,
On Farkas lemma and dimensional rigidity of bar frameworks,
On the convexity of a class of quadratic mappings and its application to the problem of finding the smallest ball enclosing a given intersection of balls,
A variant of the dual simplex method for a linear semidefinite programming problem,
Semi-definite programming techniques for structured quadratic inverse eigenvalue problems,
A cutting plane algorithm for semi-definite programming problems with applications to failure discriminant analysis,
A semidefinite programming study of the Elfving theorem,
Noisy Euclidean distance matrix completion with a single missing node,
Two-phase simplex method for linear semidefinite optimization,
Conic systems and sublinear mappings: equivalent approaches.,
A preliminary set of applications leading to stochastic semidefinite programs and chance-constrained semidefinite programs,
On cone of nonsymmetric positive semidefinite matrices,
Convex relaxations for mixed integer predictive control,
An improved semidefinite programming relaxation for the satisfiability problem,
On the uniqueness of Euclidean distance matrix completions: the case of points in general position,
A primal-dual interior point method for nonlinear semidefinite programming,
Strengthened existence and uniqueness conditions for search directions in semidefinite program\-ming,
A new QP-free algorithm without a penalty function or a filter for nonlinear semidefinite programming,
An efficient parameterized logarithmic kernel function for semidefinite optimization,
An infeasible interior point method for the monotone SDLCP based on a transformation of the central path,
Polyhedral approximations of the semidefinite cone and their application,
Towards a computational proof of Vizing's conjecture using semidefinite programming and sums-of-squares,
Noncommutative polynomials describing convex sets,
Sums of squares of polynomials with rational coefficients,
Quadratic maximization of reachable values of affine systems with diagonalizable matrix,
A primal-dual interior-point method for semidefinite optimization based on a class of trigonometric barrier functions,
Estimation of the disturbance structure from data using semidefinite programming and optimal weighting,
Sparse semidefinite programs with guaranteed near-linear time complexity via dualized clique tree conversion,
A new full-Newton step \(O(n)\) infeasible interior-point algorithm for semidefinite optimization,
Hyperbolic polynomials and generalized Clifford algebras,
Primal-dual interior-point algorithms for second-order cone optimization based on kernel functions,
Worst-case results for positive semidefinite rank,
Smaller SDP for SOS decomposition,
Semidefinite characterization and computation of zero-dimensional real radical ideals,
Construction of a class of sharp Löwner majorants for a set of symmetric matrices,
On filter-successive linearization methods for nonlinear semidefinite programming,
Semidefinite programming,
Duality theories in nonlinear semidefinite programming,
A dynamic inequality generation scheme for polynomial programming,
A search for quantum coin-flipping protocols using optimization techniques,
Robust and reliable portfolio optimization formulation of a chance constrained problem,
An Improved Interior-Point Cutting-Plane Method for Binary Quadratic Optimization,
A line search SQP-type method with bi-object strategy for nonlinear semidefinite programming,
On the tightness of SDP relaxations of QCQPs,
Linear Programming Relaxations of Quadratically Constrained Quadratic Programs,
Matrix Relaxations in Combinatorial Optimization,
A method for semidefinite quasiconvex maximization problem,
Approximate gcds of polynomials and sparse SOS relaxations,
On strong duality in linear copositive programming,
An explicit semidefinite characterization of satisfiability for Tseitin instances on toroidal grid graphs,
Certifying the global optimality of quartic minimization over the sphere,
Reinhardt free spectrahedra,
A strengthened Barvinok-Pataki bound on SDP rank,
Primal-dual Newton method with steepest descent for the linear semidefinite programming problem: iterative process,
\texttt{EXPEDIS}: an exact penalty method over discrete sets,
SDP-based branch-and-bound for non-convex quadratic integer optimization,
Minimizing the sum of linear fractional functions over the cone of positive semidefinite matrices: approximation and applications,
Sums of Hermitian squares decomposition of non-commutative polynomials in non-symmetric variables using NCSOStools,
On a box-constrained linear symmetric cone optimization problem,
An exact explicit dual for the linear copositive programming problem,
The dual simplex-type method for linear second-order cone programming problem,
New complexity analysis of a full Nesterov–Todd step interior-point method for semidefinite optimization,
A new smooth NCP function for solving semidefinite nonlinear complementarity problems,
Generating valid linear inequalities for nonlinear programs via sums of squares,
Local and superlinear convergence of a primal-dual interior point method for nonlinear semidefinite programming,
Spectrahedral Shadows,
$LDL^T$ Direction Interior Point Method for Semidefinite Programming,
Robust principal component analysis using facial reduction,
Polyhedral faces in Gram spectrahedra of binary forms,
Robust envelope-constrained filter with orthonormal bases and semi-definite and semi-infinite programming,
Amenable cones: error bounds without constraint qualifications,
A new wide neighborhood primal-dual second-order corrector algorithm for linear optimization,
A Mehrotra predictor-corrector interior-point algorithm for semidefinite optimization,
\texttt{MADAM}: a parallel exact solver for max-cut based on semidefinite programming and ADMM,
On solving a class of fractional semi-infinite polynomial programming problems,
Gram spectrahedra,
A unified complexity analysis of interior point methods for semidefinite problems based on trigonometric kernel functions,
A note on strong duality in convex semidefinite optimization: necessary and sufficient conditions,
On the degree of polynomial parameter-dependent Lyapunov functions for robust stability of single parameter-dependent LTI systems: a counter-example to Barmish's conjecture,
\(\mathcal{UV}\)-theory of a class of semidefinite programming and its applications,
Second-order cone and semidefinite representations of material failure criteria,
A new primal-dual interior-point method for semidefinite optimization based on a parameterized kernel function,
Interior Point Methods for Nonlinear Optimization,
How to solve a semi-infinite optimization problem,
Exact Certification in Global Polynomial Optimization Via Rationalizing Sums-Of-Squares,
Global minimization of rational functions and the nearest GCDs,
Approximation of the joint spectral radius using sum of squares,
Generalized separation theorems and the Farkas' lemma,
A semidefinite programming heuristic for quadratic programming problems with complementarity constraints,
The strong conical hull intersection property for convex programming,
A new autocovariance least-squares method for estimating noise covariances,
On the gap between the quadratic integer programming problem and its semidefinite relaxation,
Solving semidefinite programming problems via alternating direction methods,
Modeling, inference and optimization of regulatory networks based on time series data,
A convex optimisation framework for the unequal-areas facility layout problem,
A relaxed cutting plane method for semi-infinite semi-definite programming,
Investigating duality on stability conditions,
Fast linear iterations for distributed averaging,
A Polynomial-time Interior-point Algorithm for Convex Quadratic Semidefinite Optimization,
Coprime factors reduction methods for linear parameter varying and uncertain systems,
Approximate augmented Lagrangian functions and nonlinear semidefinite programs,
Choosing joint distributions so that the variance of the sum is small,
Semidefinite programming relaxations and algebraic optimization in control,
Convergence analysis of a nonlinear Lagrangian method for nonconvex semidefinite programming with subproblem inexactly solved,
Introduction to Semidefinite, Conic and Polynomial Optimization,
The Approach of Moments for Polynomial Equations,
A “Joint+Marginal” Approach in Optimization,
Self-Regular Interior-Point Methods for Semidefinite Optimization,
Recent Progress in Interior-Point Methods: Cutting-Plane Algorithms and Warm Starts,
Block Coordinate Descent Methods for Semidefinite Programming,
Projection Methods in Conic Optimization,
SDP Relaxations for Some Combinatorial Optimization Problems,
A new moment matching algorithm for sampling from partially specified symmetric distributions,
Sieve-SDP: a simple facial reduction algorithm to preprocess semidefinite programs,
A proximal augmented method for semidefinite programming problems,
Strong duality in minimizing a quadratic form subject to two homogeneous quadratic inequalities over the unit sphere,
The decompositions with respect to two core non-symmetric cones,
Rank Optimality for the Burer--Monteiro Factorization,
On semidefinite bounds for maximization of a non-convex quadratic objective over thel1unit ball,
\(\mathrm{B}\)-subdifferentials of the projection onto the matrix simplex,
Approximately optimal subset selection for statistical design and modelling,
On the tensor spectral \(p\)-norm and its dual norm via partitions,
On semi-infinite systems of convex polynomial inequalities and polynomial optimization problems,
A Relative Robust Optimization Approach for Full Factorial Scenario Design of Data Uncertainty and Ambiguity,
On unit spherical Euclidean distance matrices which differ in one entry,
Optimization over trace polynomials,
A class of polynomial primal-dual interior-point algorithms for semidefinite optimization,
Approximate and exact completion problems for Euclidean distance matrices using semidefinite programming,
A semidefinite optimization approach for the single-row layout problem with unequal dimensions,
A measure of independence for a multivariate normal distribution and some connections with factor analysis,
Primal-dual interior-point algorithms for semidefinite optimization based on a simple kernel function,
Subgraph Matching with Semidefinite Programming,
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Exact SDP relaxations of quadratically constrained quadratic programs with forest structures,
Novel kernel function with a hyperbolic barrier term to primal-dual interior point algorithm for SDP problems,
B-subdifferential of the projection onto the generalized spectraplex,
Three-monotone interpolation,
Robust nonlinear optimization with conic representable uncertainty set,
Primal-dual Newton method with steepest descent for the linear semidefinite programming problem: Newton's system of equations,
Sparse PSD approximation of the PSD cone