SeDuMi
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swMATH4002MaRDI QIDQ16192FDOQ16192
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- Title not available (Why is that?)
- GloptiPoly
- Nonsmooth bundle trust-region algorithm with applications to robust stability
- Chordal decomposition in operator-splitting methods for sparse semidefinite programs
- Sums of Hermitian squares decomposition of non-commutative polynomials in non-symmetric variables using NCSOStools
- Exploiting Symmetries in SDP-Relaxations for Polynomial Optimization
- Advances in computational Lyapunov analysis using sum-of-squares programming
- Polynomial optimization with applications to stability analysis and control -- alternatives to sum of squares
- Robust stability and performance analysis of 2D mixed continuous-discrete-time systems with uncertainty
- A Lagrangian-DNN relaxation: a fast method for computing tight lower bounds for a class of quadratic optimization problems
- A search for quantum coin-flipping protocols using optimization techniques
- Integrated inventory control and facility location decisions in a multi-echelon supply chain network with hubs
- ISS-Lyapunov functions for time-varying hyperbolic systems of balance laws
- Stochastic polynomial optimization
- Minimizing the sum of many rational functions
- An implementable proximal point algorithmic framework for nuclear norm minimization
- Computing multiple-output regression quantile regions
- Sieve-SDP: a simple facial reduction algorithm to preprocess semidefinite programs
- Approximate bisimulation relations for constrained linear systems
- A Full-Newton Step O(n) Infeasible Interior-Point Algorithm for Linear Optimization
- Improved row-by-row method for binary quadratic optimization problems
- A frequency-partitioning approach to stability analysis of two-dimensional discrete systems
- Input selection and shrinkage in multiresponse linear regression
- Fixed point and Bregman iterative methods for matrix rank minimization
- Computing the Stability Number of a Graph Via Linear and Semidefinite Programming
- Sums of Squares and Semidefinite Program Relaxations for Polynomial Optimization Problems with Structured Sparsity
- On \(H_\infty\) and \(H_2\) performance regions of multi-agent systems
- Guaranteed minimum-rank solutions of linear matrix equations via nuclear norm minimization
- An inexact interior point method for \(L_{1}\)-regularized sparse covariance selection
- Comonotone and coconvex rational interpolation and approximation
- Strong Duality in Nonconvex Quadratic Optimization with Two Quadratic Constraints
- Algorithm 950: Ncpol2sdpa -- sparse semidefinite programming relaxations for polynomial optimization problems of noncommuting variables
- Directional quantile regression in Octave (and MATLAB).
- Robust regression through the Huber's criterion and adaptive lasso penalty
- NCSOStools: a computer algebra system for symbolic and numerical computation with noncommutative polynomials
- Exploiting group symmetry in semidefinite programming relaxations of the quadratic assignment problem
- Recognizing underlying sparsity in optimization
- Sparse Optimization with Least-Squares Constraints
- Exploiting special structure in semidefinite programming: a survey of theory and applications
- Adaptive grid semidefinite programming for finding optimal designs
- Hybrid Systems: Computation and Control
- Second-order cone programming
- Exact matrix completion via convex optimization
- Graph implementations for nonsmooth convex programs
- An algorithm based on semidefinite programming for finding minimax optimal designs
- An alternating direction method for linear-constrained matrix nuclear norm minimization.
- Moments, positive polynomials and their applications
- Learning the kernel matrix with semidefinite programming
- A family of norms with applications in quantum information theory. II
- Distributionally robust optimization under moment uncertainty with application to data-driven problems
- On the implementation and usage of SDPT3 -- a Matlab software package for semidefinite-quadratic-linear programming, version 4.0
- PENNON: A code for convex nonlinear and semidefinite programming
- \(\mathcal{H}_2\) and \(\mathcal{H}_\infty\) filter design for polytopic continuous-time Markov jump linear systems with uncertain transition rates
- SDPT3 — A Matlab software package for semidefinite programming, Version 1.3
- A negative-imaginary lemma without minimality assumptions and robust state-feedback synthesis for uncertain negative-imaginary systems
- Warmstarting the homogeneous and self-dual interior point method for linear and conic quadratic problems
- Detecting Global Optimality and Extracting Solutions in GloptiPoly
- Alternating direction method for covariance selection models
- Generalized asymptotic regulation with guaranteed \({\mathcal H}_2\) performance: a LMI solution
- SDPNAL+: A Matlab software for semidefinite programming with bound constraints (version 1.0)
- An LMI approach to \(\mathcal H _{\infty}\) synthesis subject to almost asymptotic regulation constraints
- Distributed consensus of linear multi-agent systems with adaptive dynamic protocols
- Computing multiple-output regression quantile regions from projection quantiles
- Title not available (Why is that?)
- Random Effects Selection in Linear Mixed Models
- Algorithm 996
- Global minimization of rational functions and the nearest GCDs
- Portfolio optimization with linear and fixed transaction costs
- Stability of polytopes of matrices via affine parameter-dependent Lyapunov functions: asymptotically exact LMI conditions
- Global optimization of rational functions: a semidefinite programming approach
- Minimizing polynomials via sum of squares over the gradient ideal
- CBLIB 2014: a benchmark library for conic mixed-integer and continuous optimization
- CVXGEN: a code generator for embedded convex optimization
- Computing the nearest correlation matrix--a problem from finance
- Solving semidefinite-quadratic-linear programs using SDPT3
- Facial reduction for exact polynomial sum of squares decomposition
- RLT-POS: reformulation-linearization technique-based optimization software for solving polynomial programming problems
- Implementation of nonsymmetric interior-point methods for linear optimization over sparse matrix cones
- Clustering and feature selection using sparse principal component analysis
- The quadratic knapsack problem -- a survey
- Conic optimization via operator splitting and homogeneous self-dual embedding
- Perspective Relaxation of Mixed Integer Nonlinear Programs with Indicator Variables
- Computing optimal designs of multiresponse experiments reduces to second-order cone program\-ming
- Positive Forms and Stability of Linear Time-Delay Systems
- Sparse SOS Relaxations for Minimizing Functions that are Summations of Small Polynomials
- A Direct Formulation for Sparse PCA Using Semidefinite Programming
- Approximation algorithms for homogeneous polynomial optimization with quadratic constraints
- Disciplined convex programming
- SDPTools: a high precision SDP solver in \texttt{Maple}
- Probing the Pareto frontier for basis pursuit solutions
- Sparse-BSOS: a bounded degree SOS hierarchy for large scale polynomial optimization with sparsity
- Algorithm 925, parallel solver for semidefinite programming problem having sparse Schur complement matrix
- Partial facial reduction: simplified, equivalent SDPs via approximations of the PSD cone
- Linearized augmented Lagrangian and alternating direction methods for nuclear norm minimization
- Analysis of Non-polynomial Systems Using the Sum of Squares Decomposition
- SnapVX: a network-based convex optimization solver
- Using a conic bundle method to accelerate both phases of a quadratic convex reformulation
- FOM -- a MATLAB toolbox of first-order methods for solving convex optimization problems
- Robust portfolio asset allocation and risk measures
- 10.1162/153244303321897726
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