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swMATH4618MaRDI QIDQ16789FDOQ16789

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

• Sum of squares basis pursuit with linear and second order cone programming
• Compressed sensing in the spherical near-field to far-field transformation
• Exact algorithms for semidefinite programs with degenerate feasible set
• On the behavior of Lagrange multipliers in convex and nonconvex infeasible interior point methods
• Distributionally robust polynomial chance-constraints under mixture ambiguity sets
• Interval Enclosures of Upper Bounds of Roundoff Errors Using Semidefinite Programming
• Space-Time Approximation of Stochastic $p$-Laplace-Type Systems
• Optimal vault problem -- form finding through 2D convex program
• Title not available (Why is that?)
• Chordal-TSSOS: A Moment-SOS Hierarchy That Exploits Term Sparsity with Chordal Extension
• Witnessing causal nonseparability
• TSSOS: A Moment-SOS Hierarchy That Exploits Term Sparsity
• Finding Extremal Periodic Orbits with Polynomial Optimization, with Application to a Nine-Mode Model of Shear Flow
• Scalable Semidefinite Programming
• Contrast invariant SNR and isotonic regressions
• Regularized stochastic dual dynamic programming for convex nonlinear optimization problems
• The speed of traveling waves in a FKPP-Burgers system
• Stability analysis of piecewise affine systems with multi-model predictive control
• Under-Approximating Reach Sets for Polynomial Continuous Systems
• Infeasible constraint-reduced interior-point methods for linear optimization
• A dual simplex-type algorithm for the smallest enclosing ball of balls
• Stability analysis and output-feedback synthesis of hybrid systems affected by piecewise constant parameters via dynamic resetting scalings
• Error Localization of Best $L_{1}$ Polynomial Approximants
• Rapid blending of closed curves based on curvature flow
• Discrete dynamical system approaches for Boolean polynomial optimization
• A comparison of optimization solvers for log binomial regression including conic programming
• MathOptInterface: A Data Structure for Mathematical Optimization Problems
• Lower bounds on matrix factorization ranks via noncommutative polynomial optimization
• Total Variation Isoperimetric Profiles
• Linearized Robust Counterparts of Two-Stage Robust Optimization Problems with Applications in Operations Management
• On sufficient properties of sufficient matrices
• Single cut and multicut stochastic dual dynamic programming with cut selection for multistage stochastic linear programs: convergence proof and numerical experiments
• Exact SDP reformulations of adjustable robust linear programs with box uncertainties under separable quadratic decision rules via SOS representations of non-negativity
• Counterexample-Guided Refinement of Template Polyhedra
• Efficient kinematic upper-bound limit analysis for hole/inclusion problems by adaptive XIGA with locally refined NURBS
• Optimization hierarchy for fair statistical decision problems
• A generalised integral polynomial Lyapunov function for nonlinear systems
• Bregman primal-dual first-order method and application to sparse semidefinite programming
• Sparse noncommutative polynomial optimization
• Validating numerical semidefinite programming solvers for polynomial invariants
• Exploiting term sparsity in noncommutative polynomial optimization
• Sequential Convex Programming for the Efficient Verification of Parametric MDPs
• A predictor-corrector affine scaling method to train optimized extreme learning machine
• On the robustness of cyber-physical LPV systems under DoS attacks
• Decomposed structured subsets for semidefinite and sum-of-squares optimization
• Bijective mappings of meshes with boundary and the degree in mesh processing
• COSMO: a conic operator splitting method for convex conic problems
• Adaptive XIGA shakedown analysis for problems with holes
• Finding unstable periodic orbits: a hybrid approach with polynomial optimization
• Partial gradient optimal thresholding algorithms for a class of sparse optimization problems
• A new restricted memory level bundle method for constrained convex nonsmooth optimization
• An event-triggered observation scheme for systems with perturbations and data rate constraints
• A multi-step doubly stabilized bundle method for nonsmooth convex optimization
• Approximate abstractions of control systems with an application to aggregation
• A Central Limit Theorem and Hypotheses Testing for Risk-averse Stochastic Programs
• A cell-based smoothed radial point interpolation method applied to kinematic limit analysis of thin plates
• Static output feedback stabilization of uncertain rational nonlinear systems with input saturation
• An infeasible-start framework for convex quadratic optimization, with application to constraint-reduced interior-point and other methods
• AC optimal power flow: a conic programming relaxation and an iterative MILP scheme for global optimization
• Maximum-distance race strategies for a fully electric endurance race car
• Solving Multiscale Linear Programs Using the Simplex Method in Quadruple Precision
• A logarithmic barrier interior-point method based on majorant functions for second-order cone programming
• Title not available (Why is that?)
• Deterministic matrices matching the compressed sensing phase transitions of Gaussian random matrices
• Spectrum estimation for large dimensional covariance matrices using random matrix theory
• Empirical average-case relation between undersampling and sparsity in X-ray CT
• An overview of MINLP algorithms and their implementation in Muriqui optimizer
• Sums of squares in Macaulay2
• Title not available (Why is that?)
• Stochastic dynamic cutting plane for multistage stochastic convex programs
• Minimizing Rational Functions: A Hierarchy of Approximations via Pushforward Measures
• QPLIB: a library of quadratic programming instances
• Simplex QP-based methods for minimizing a conic quadratic objective over polyhedra
• Sieve-SDP: a simple facial reduction algorithm to preprocess semidefinite programs
• On verifiable sufficient conditions for sparse signal recovery via \(\ell_{1}\) minimization
• Reoptimization With the Primal-Dual Interior Point Method
• Limit analysis of plates using the EFG method and second-order cone programming
• Numerical methods for large-scale nonlinear optimization
• Conditional gradient algorithms for norm-regularized smooth convex optimization
• Some applications of polynomial optimization in operations research and real-time decision making
• Extending a CIP Framework to Solve MIQCPs
• LPFML: A W3C XML schema for linear and integer programming
• DSOS and SDSOS Optimization: More Tractable Alternatives to Sum of Squares and Semidefinite Optimization
• Variations and extension of the convex-concave procedure
• Computing exact \(D\)-optimal designs by mixed integer second-order cone programming
• Adaptive grid semidefinite programming for finding optimal designs
• Semidefinite Approximations of Projections and Polynomial Images of SemiAlgebraic Sets
• On an extension of Pólya's Positivstellensatz
• Polynomial Norms
• On the effectiveness of projection methods for convex feasibility problems with linear inequality constraints
• Communication protocols for options and results in a distributed optimization environment
• Solving Conic Optimization Problems via Self-Dual Embedding and Facial Reduction: A Unified Approach
• An algorithm based on semidefinite programming for finding minimax optimal designs
• Conforming approximation of convex functions with the finite element method
• A tutorial on geometric programming
• Quasi-concave density estimation
• On estimation of the diagonal elements of a sparse precision matrix
• Infeasible interior-point methods for linear optimization based on large neighborhood
• On implementing a primal-dual interior-point method for conic quadratic optimization
• Implementation of interior point methods for mixed semidefinite and second order cone optimization problems

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