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swMATH4618MaRDI QIDQ16789FDOQ16789

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

• Automating the formulation and resolution of convex variational problems. Applications from image processing to computational mechanics
• A selective strategy for shakedown analysis of engineering structures
• An algorithm for adaptive introduction and arrangement of velocity discontinuities within 3D finite-element-based upper bound limit analysis approaches
• Predictive control algorithms for congestion management in electric power distribution grids
• Return-mapping algorithms for associative isotropic hardening plasticity using conic optimization
• Shape constrained density estimation via penalized Rényi divergence
• An Algorithm for Maximizing a Convex Function Based on Its Minimum
• Rational minimax approximation via adaptive barycentric representations
• Algorithm 998: The robust LMI parser -- a toolbox to construct LMI conditions for uncertain systems
• Estimation of inverter voltage disturbances for induction machine drive using LPV observer with convex optimization
• Solution of monotone complementarity and general convex programming problems using a modified potential reduction interior point method
• A new parametrization for static output feedback control of LPV discrete-time systems
• Matrix minor reformulation and SOCP-based spatial branch-and-cut method for the AC optimal power flow problem
• Numerical algebraic geometry and semidefinite programming
• Bounding averages rigorously using semidefinite programming: mean moments of the Lorenz system
• Solving pooling problems with time discretization by LP and SOCP relaxations and rescheduling methods
• Robust non-minimal order filter and smoother design for discrete-time uncertain systems
• A simple effective heuristic for embedded mixed-integer quadratic programming
• Geometric Rényi divergence and its applications in quantum channel capacities
• Low-rank approximation and completion of positive tensors
• DC decomposition of nonconvex polynomials with algebraic techniques
• A semidefinite programming method for integer convex quadratic minimization
• Power transmission network expansion planning: a semidefinite programming branch-and-bound approach
• Alternative SDP and SOCP approximations for polynomial optimization
• On Exploiting Problem Structure in a Basis Identification Procedure for Linear Programming
• A scenario decomposition algorithm for stochastic programming problems with a class of downside risk measures
• Inexact cuts in stochastic dual dynamic programming
• Mathematical optimization problems for particle finite element analysis applied to 2D landslide modeling
• Penalized semidefinite programming for quadratically-constrained quadratic optimization
• A survey on conic relaxations of optimal power flow problem
• A primal-dual interior-point method based on various selections of displacement step for symmetric optimization
• Long-step path-following algorithm for solving symmetric programming problems with nonlinear objective functions
• A specialized primal-dual interior point method for the plastic truss layout optimization
• Low-rank matrix completion using nuclear norm minimization and facial reduction
• A Mehrotra type predictor-corrector interior-point algorithm for linear programming
• Some comments on Russell graph efficiency measures in data envelopment analysis: the multiplicative approach
• On the sample complexity of the linear quadratic regulator
• Guaranteed cost nonlinear sampled-data control: applications to a class of chaotic systems
• A strictly contractive Peaceman-Rachford splitting method for the doubly nonnegative relaxation of the minimum cut problem
• Towards a computational proof of Vizing's conjecture using semidefinite programming and sums-of-squares
• Tax-aware portfolio construction via convex optimization
• Seamless surface mappings
• A proximal-projection partial bundle method for convex constrained minimax problems
• Comparison of guaranteed state estimators for linear time-invariant systems
• Fast bundle-level methods for unconstrained and ball-constrained convex optimization
• A data-driven distributionally robust bound on the expected optimal value of uncertain mixed 0-1 linear programming
• Centered solutions for uncertain linear equations
• Mixed-integer second-order cone programming for lower hedging of American contingent claims in incomplete markets
• Linearly solvable stochastic control Lyapunov functions
• An efficient second-order cone programming approach for optimal selection in tree breeding
• Accelerated schemes for a class of variational inequalities
• In SDP Relaxations, Inaccurate Solvers Do Robust Optimization
• A single-phase, proximal path-following framework
• Lyapunov stability analysis of a mass-spring system subject to friction
• Efficient semidefinite programming with approximate ADMM
• A generic optimization framework for resilient systems
• An efficient quadratic programming relaxation based algorithm for large-scale MIMO detection
• Inexact stochastic mirror descent for two-stage nonlinear stochastic programs
• Bounds for deterministic and stochastic dynamical systems using sum-of-squares optimization
• Invariance conditions for nonlinear dynamical systems
• Certificates of primal or dual infeasibility in linear programming
• Managing randomization in the multi-block alternating direction method of multipliers for quadratic optimization
• Signomial and polynomial optimization via relative entropy and partial dualization
• A compressive sensing based privacy preserving outsourcing of image storage and identity authentication service in cloud
• Extending the Scope of Robust Quadratic Optimization
• Convex relaxation and variational approximation of the Steiner problem: theory and numerics
• Robust multi-view \(L_2\) triangulation via optimal inlier selection and 3D structure refinement
• An adaptive selective ES-FEM for plastic collapse analysis
• A heuristic for optimizing stochastic activity networks with applications to statistical digital circuit sizing
• An improved algorithm for computing Steiner minimal trees in Euclidean \(d\)-space
• Regularization tools and robust optimization for ill-conditioned least squares problem: A computational comparison
• Fitting enclosing cylinders to data in \(\mathbb R^n\)
• Convex relaxations for permutation problems
• Can we trust the bootstrap in high-dimensions? The case of linear models
• Robust least squares solution of linear inequalities
• New barrier parameter updating technique in Mehrotra-type algorithm
• Using Nesterov's method to accelerate multibody dynamics with friction and contact
• New bounds for nonconvex quadratically constrained quadratic programming
• An algorithm for portfolio optimization with variable transaction costs. II: Computational analysis
• An algorithm for portfolio optimization with variable transaction costs. I: Theory
• A stabilized discrete shear gap finite element for adaptive limit analysis of Mindlin-Reissner plates
• Certified roundoff error bounds using semidefinite programming
• Deciding robust feasibility and infeasibility using a set containment approach: an application to stationary passive gas network operations
• Operator splitting performance estimation: tight contraction factors and optimal parameter selection
• Relaxing the strong triadic closure problem for edge strength inference
• Fast gradient descent method for mean-CVaR optimization
• Efficient allocations in double auction markets
• Geometric control of hybrid systems
• An upper-bound limit analysis of Mindlin plates using CS-DSG3 method and second-order cone programming
• On the nonparametric maximum likelihood estimator for Gaussian location mixture densities with application to Gaussian denoising
• Integrated assessment of energy policies: decomposing top-down and bottom-up
• A new algorithm for concave quadratic programming
• A computational approach to nonparametric regression: bootstrapping CMARS method
• An improved test set approach to nonlinear integer problems with applications to engineering design
• Stochastic reachability of a target tube: theory and computation
• Dual dynamic programming with cut selection: convergence proof and numerical experiments
• A perspective-based convex relaxation for switched-affine optimal control
• Discretization and event triggered digital output feedback control of LPV systems
• Optimal control of a linear elliptic equation with a supremum norm functional
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