CVX

swMATH4594MaRDI QIDQ16765FDOQ16765

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Described by source

• Disciplined convex programming

Cited In (only showing first 100 items - show all)

• S-matrix bootstrap in 3 + 1 dimensions: regularization and dual convex problem
• Convergence-order analysis of branch-and-bound algorithms for constrained problems
• A new branch-and-cut algorithm for non-convex quadratic programming via alternative direction method and semidefinite relaxation
• Convergence and stability of iteratively reweighted least squares for low-rank matrix recovery
• A hybrid algorithm for the two-trust-region subproblem
• Error estimates for integral constraint regularization of state-constrained elliptic control problems
• Globally sparse and locally dense signal recovery for compressed sensing
• On box-constrained total least squares problem
• Minimax linear estimation with the probability criterion under unimodal noise and bounded parameters
• Finding efficient solutions in robust multiple objective optimization with SOS-convex polynomial data
• Upper bounds of the deviations in linear dynamical system with bounded disturbances
• The synchronizing probability function of an automaton
• Stability certification of large scale stochastic systems using dissipativity
• Optimal control of discrete event systems with weakly hard real-time constraints
• A method for weighted projections to the positive definite cone
• Space and spectral domain relative entropy for homogeneous random fields
• A second-order cone programming formulation for two player zero-sum games with chance constraints
• Enhancing semidefinite relaxation for quadratically constrained quadratic programming via penalty methods
• Quadratic stabilization of discrete-time bilinear systems
• SOS-convex semialgebraic programs and its applications to robust optimization: a tractable class of nonsmooth convex optimization
• A branch and bound algorithm for nonconvex quadratic optimization with ball and linear constraints
• A semi-analytical approach for the positive semidefinite Procrustes problem
• Fused Lasso penalized least absolute deviation estimator for high dimensional linear regression
• On equivalence of major relaxation methods for minimum ellipsoid covering intersection of ellipsoids
• Self-calibration and biconvex compressive sensing
• Solving fractional multicriteria optimization problems with sum of squares convex polynomial data
• Robust stabilizing inventory control in supply networks under uncertainty of external demand and supply time-delays
• On new classes of nonnegative symmetric tensors
• A first order method for solving convex bilevel optimization problems
• Another look at the fast iterative shrinkage/thresholding algorithm (FISTA)
• Generalizing the optimized gradient method for smooth convex minimization
• Linear matrix inequality conditions and duality for a class of robust multiobjective convex polynomial programs
• Sensitivity analysis for mirror-stratifiable convex functions
• Tight SDP relaxations for a class of robust SOS-convex polynomial programs without the Slater condition
• Exact Recovery of Multichannel Sparse Blind Deconvolution via Gradient Descent
• Distributionally robust optimization with polynomial densities: theory, models and algorithms
• Relaxing the strong triadic closure problem for edge strength inference
• Primal-dual optimization algorithms over Riemannian manifolds: an iteration complexity analysis
• Disciplined geometric programming
• Randomized primal-dual proximal block coordinate updates
• Estimation of positive definite \(M\)-matrices and structure learning for attractive Gaussian Markov random fields
• Construction and application of an ellipsoidal convex model using a semi-definite programming formulation from measured data
• Optimization of bilinear control systems subjected to exogenous disturbances. II: Design
• Optimization of bilinear control systems subjected to exogenous disturbances. I: Analysis
• Semi-definite programming relaxation of quadratic assignment problems based on nonredundant matrix splitting
• Template polyhedra and bilinear optimization
• Convexity of Gaussian chance constraints and of related probability maximization problems
• Robustness to dependency in portfolio optimization using overlapping marginals
• Linear matrix inequalities with stochastically dependent perturbations and applications to chance-constrained semidefinite optimization
• Maximum likelihood estimation of ordered multinomial probabilities by geometric programming
• Stability analysis of large-scale distributed networked control systems with random communication delays: a switched system approach
• Distributionally robust optimization with principal component analysis
• Wireless capacity with arbitrary gain matrix
• A single interval based classifier
• Invariance and nonfragility in the rejection of exogenous disturbances
• Evaluation of exact quantum query complexities by semidefinite programming
• On sparse reconstructions in near-field acoustic holography using the method of superposition
• An interval estimator for the unmixing of mixtures with set-based source descriptions
• Efficient nonconvex sparse group feature selection via continuous and discrete optimization
• A perspective-based convex relaxation for switched-affine optimal control
• Learning discriminative localization from weakly labeled data
• Cardinality constrained portfolio selection problem: a completely positive programming approach
• Numerical methods for nonlinear equations
• Resolution analysis of imaging with \(\ell_1\) optimization
• Estimation from nonlinear observations via convex programming with application to bilinear regression
• Maximum likelihood estimation in Gaussian models under total positivity
• Compositional performance certification of interconnected systems using ADMM
• Distributed communication-aware coverage control by mobile sensor networks
• Sampling in the analysis transform domain
• The augmented Lagrangian method based on the APG strategy for an inverse damped gyroscopic eigenvalue problem
• Construction, management, and performance of sparse Markowitz portfolios
• Structural reliability under uncertainty in moments: distributionally-robust reliability-based design optimization
• A framework of robust fault estimation observer design for continuous-time/discrete-time systems
• A Youla-Kučera parameterization approach to output feedback relatively optimal control
• Solving norm constrained portfolio optimization via coordinate-wise descent algorithms
• Accelerated implicit-explicit Runge-Kutta schemes for locally stiff systems
• Guaranteed cost spacecraft attitude stabilization under actuator misalignments using linear partial differential equations
• Quadratic optimization with two ball constraints
• Rectangular chance constrained geometric optimization
• The O(N) S-matrix monolith
• Autonomous trajectory planning for space vehicles with a Newton-Kantorovich/convex programming approach
• Selected applications of convex optimization
• DOA estimation with a rotational uniform linear array (RULA) and unknown spatial noise covariance
• Direction of arrival estimation via reweighted \(l_1\) norm penalty algorithm for monostatic MIMO radar
• Quantifying dynamical total coherence in a resource non-increasing framework
• Fast thresholding algorithms with feedbacks for sparse signal recovery
• Joint optimisation of price, warranty and recovery planning in remanufacturing of used products under linear and non-linear demand, return and cost functions
• Multidimensional rational covariance extension with applications to spectral estimation and image compression
• Outer approximation with conic certificates for mixed-integer convex problems
• Shape-based object detection via boundary structure segmentation
• Linearized alternating direction method of multipliers for sparse group and fused Lasso models
• Zonotope-based recursive estimation of the feasible solution set for linear static systems with additive and multiplicative uncertainties
• Global probability maximization for a Gaussian bilateral inequality in polynomial time
• Summation-by-parts operators with minimal dispersion error for coarse grid flow calculations
• Optimal experimental designs for treatment contrasts in heteroscedastic models with covariates
• Stochastic geometric optimization with joint probabilistic constraints
• An inverse boundary element method computational framework for designing optimal TMS coils
• A feasible direction algorithm for nonlinear second-order cone programs
• Sharp upper and lower bounds for maximum likelihood solutions to random Gaussian bilateral inequality systems
• Recognizing interactive group activities using temporal interaction matrices and their Riemannian statistics

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