SDPT3
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Software:16199
swMATH4009MaRDI QIDQ16199FDOQ16199
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Cited In (only showing first 100 items - show all)
- On Handling Free Variables in Interior-Point Methods for Conic Linear Optimization
- On handling cutting planes in interior-point methods for solving semi-definite relaxations of binary quadratic optimization problems
- Robust portfolio selection based on a joint ellipsoidal uncertainty set
- Mesh adaptive computation of upper and lower bounds in limit analysis
- Computational enhancements in low-rank semidefinite programming
- Lower bound limit analysis of cohesive-frictional materials using second-order cone programming
- Primal-dual first-order methods with \({\mathcal {O}(1/\varepsilon)}\) iteration-complexity for cone programming
- A smoothing Newton method for second-order cone optimization based on a new smoothing function
- Towards a Mathematical Theory of Super‐resolution
- A new smoothing Newton-type method for second-order cone programming problems
- On how to solve large-scale log-determinant optimization problems
- Topology selection for multi-agent systems with opposite leaders
- Lossless convexification of a class of optimal control problems with non-convex control constraints
- Testing the nullspace property using semidefinite programming
- A smoothing Newton method with Fischer-Burmeister function for second-order cone complementarity problems
- A study of search directions in primal-dual interior-point methods for semidefinite programming
- A one-step smoothing Newton method for second-order cone programming
- Delay-independent stability analysis of linear time-delay systems based on frequency discretization
- A new gradient projection method for matrix completion
- Robust \(\mathcal H_2\) performance analysis and synthesis of linear polytopic discrete-time periodic systems via LMIs
- Title not available (Why is that?)
- Convex relaxations for mixed integer predictive control
- Smoothing Newton algorithm for the second-order cone programming with a nonmonotone line search
- SPARSE SECOND ORDER CONE PROGRAMMING FORMULATIONS FOR CONVEX OPTIMIZATION PROBLEMS
- On filter-successive linearization methods for nonlinear semidefinite programming
- A constraint-reduced algorithm for semidefinite optimization problems with superlinear convergence
- Convergence of fixed-point continuation algorithms for matrix rank minimization
- A Conic Programming Approach to Generalized Tchebycheff Inequalities
- Optimal link removal for epidemic mitigation: A two-way partitioning approach
- Loss of Superlinear Convergence for an SQP-Type Method with Conic Constraints
- Numerical block diagonalization of matrix \(\ast\)-algebras with application to semidefinite programming
- A polynomial time constraint-reduced algorithm for semidefinite optimization problems
- Positive trigonometric polynomials and signal processing applications
- Computational experience with ill-posed problems in semidefinite programming
- An inexact non-interior continuation method for semidefinite programming: convergence analysis and numerical results
- SOCP relaxation bounds for the optimal subset selection problem applied to robust linear regression
- The CoMirror algorithm for solving nonsmooth constrained convex problems
- Handbook on semidefinite, conic and polynomial optimization
- Robust stability analysis for feedback interconnections of time-varying linear systems
- Block splitting for distributed optimization
- A partial proximal point algorithm for nuclear norm regularized matrix least squares problems
- Robust filter design for a class of uncertain systems with \(\mathcal D\) stability constraints under a unified framework
- Robust stability and performance analysis based on integral quadratic constraints
- New results on robust control for a class of uncertain systems and its applications to Chua's oscillator
- Generalized Lagrangian duality for nonconvex polynomial programs with polynomial multipliers
- Distributed control of robotic networks: a mathematical approach to motion coordination algorithms.
- Interior-point method for nuclear norm approximation with application to system identification
- Solving large-scale least squares semidefinite programming by alternating direction methods
- Minimal condition number for positive definite Hankel matrices using semidefinite programming
- Revisiting several problems and algorithms in continuous location with \(\ell _\tau \) norms
- The convex geometry of linear inverse problems
- Conic mixed-integer rounding cuts
- A branch-and-cut algorithm based on semidefinite programming for the minimum \(k\)-partition problem
- Flexible high-dimensional classification machines and their asymptotic properties
- Exploiting sparsity in primal-dual interior-point methods for semidefinite programming
- Three-dimensional structure determination from common lines in cryo-EM by eigenvectors and semidefinite programming
- Similarity and other spectral relations for symmetric cones
- Aspects of semidefinite programming. Interior point algorithms and selected applications
- A new library of structured semidefinite programming instances
- Introduction to nonlinear optimization: theory, algorithms, and applications with MATLAB
- A distributed controller approach for delay-independent stability of networked control systems
- Solving conic optimization problems via self-dual embedding and facial reduction: A unified approach
- Regularized robust optimization: the optimal portfolio execution case
- Non-interior continuation methods for solving semidefinite complementarity problems
- On the local convergence of semismooth Newton methods for linear and nonlinear second-order cone programs without strict complementarity
- A one-parametric class of smoothing functions for second-order cone programming
- An efficient approach to solve the large-scale semidefinite programming problems
- Learning with tensors: a framework based on convex optimization and spectral regularization
- Best nonnegative rank-one approximations of tensors
- Event-triggered \(H_\infty\) control for discrete-time piecewise affine systems with norm-bounded uncertainties
- Applications of convex optimization in signal processing and digital communication
- Two-stage distributionally robust optimization model for warehousing-transportation problem under uncertain environment
- Recovering risk-neutral probability density functions from options prices using cubic splines and ensuring nonnegativity
- Exploiting sparsity in semidefinite programming via matrix completion. I: General framework
- An SQP-type algorithm for nonlinear second-order cone programs
- Phase recovery, MaxCut and complex semidefinite programming
- Scheduling arrivals to a stochastic service delivery system using copositive cones
- Positive semidefinite generalized diffusion tensor imaging via quadratic semidefinite programming
- Interior point methods for second-order cone programming and OR applications
- On convex quadratic programs with linear complementarity constraints
- Robust trade-off portfolio selection
- Using quadratic convex reformulation to tighten the convex relaxation of a quadratic program with complementarity constraints
- Robust classification and regression using support vector machines
- Mixed 0-1 Linear Programs Under Objective Uncertainty: A Completely Positive Representation
- A semidefinite optimization approach for the single-row layout problem with unequal dimensions
- Semidefinite programming for uncertain linear equations in static analysis of structures
- Calibrating Least Squares Semidefinite Programming with Equality and Inequality Constraints
- An augmented Lagrangian dual approach for the H-weighted nearest correlation matrix problem
- Solving some large scale semidefinite programs via the conjugate residual method
- Title not available (Why is that?)
- Primal recovery from consensus-based dual decomposition for distributed convex optimization
- An alternating direction method with continuation for nonconvex low rank minimization
- Sums of Hermitian squares decomposition of non-commutative polynomials in non-symmetric variables using NCSOStools
- Advances in computational Lyapunov analysis using sum-of-squares programming
- Polynomial optimization with applications to stability analysis and control -- alternatives to sum of squares
- ``Virus hunting using radial distance weighted discrimination
- A Lagrangian-DNN relaxation: a fast method for computing tight lower bounds for a class of quadratic optimization problems
- Generalized Gauss inequalities via semidefinite programming
- Integrated inventory control and facility location decisions in a multi-echelon supply chain network with hubs
- Minimizing the sum of many rational functions
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