ECOS

swMATH12123MaRDI QIDQ24056FDOQ24056

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Cited In (67)

• Estimating changes in the observed relationship between humidity and temperature using noncrossing quantile smoothing splines
• Signomial and polynomial optimization via relative entropy and partial dualization
• \texttt{acados} -- a modular open-source framework for fast embedded optimal control
• Reachable set computation of linear systems with nonconvex constraints via convex optimization
• FBstab: a proximally stabilized semismooth algorithm for convex quadratic programming
• Alfonso: Matlab Package for Nonsymmetric Conic Optimization
• An active-set strategy to solve Markov decision processes with good-deal risk measure
• Adaptive pulse width modulation design for power converters based on affine switched systems
• Some applications of polynomial optimization in operations research and real-time decision making
• CVXPY: a Python-embedded modeling language for convex optimization
• Semidefinite approximations of the matrix logarithm
• DSOS and SDSOS Optimization: More Tractable Alternatives to Sum of Squares and Semidefinite Optimization
• Variations and extension of the convex-concave procedure
• A steepest descent method for set optimization problems with set-valued mappings of finite cardinality
• Rapid smooth entry trajectory planning for high lift/drag hypersonic glide vehicles
• Dynamic portfolio optimization across hidden market regimes
• Conic relaxation approaches for equal deployment problems
• A simple effective heuristic for embedded mixed-integer quadratic programming
• Maximum divert for planetary landing using convex optimization
• A distributed method for optimal capacity reservation
• Tax-aware portfolio construction via convex optimization
• Online Mixed-Integer Optimization in Milliseconds
• Predictive online convex optimization
• Time-distributed optimization for real-time model predictive control: stability, robustness, and constraint satisfaction
• On the computational complexity and generalization properties of multi-stage and stage-wise coupled scenario programs
• A primal-dual interior-point algorithm for nonsymmetric exponential-cone optimization
• Operator splitting for adaptive radiation therapy with nonlinear health dynamics
• Solving Natural Conic Formulations with Hypatia.jl
• A convex optimization approach to radiation treatment planning with dose constraints
• Multi-period portfolio selection with drawdown control
• Title not available (Why is that?)
• A comparison of optimization solvers for log binomial regression including conic programming
• A perspective-based convex relaxation for switched-affine optimal control
• Matrix-Free Convex Optimization Modeling
• Solution refinement at regular points of conic problems
• OSQP: An Operator Splitting Solver for Quadratic Programs
• Non-Convex Global Minimization and False Discovery Rate Control for the TREX
• Adaptive sparse group LASSO in quantile regression
• SnapVX: A Network-Based Convex Optimization Solver
• Generating directed networks with predetermined assortativity measures
• An efficient second-order cone programming approach for optimal selection in tree breeding
• Numerical loop-tree duality: contour deformation and subtraction
• Newton polytopes and relative entropy optimization
• Lossless convexification of optimal control problems with annular control constraints
• Minimal conic quadratic reformulations and an optimization model
• An Iterative Sparse-Group Lasso
• Mathematical programming formulations for the alternating current optimal power flow problem
• Mathematical programming formulations for the alternating current optimal power flow problem
• Augmented minimax linear estimation
• Outer approximation with conic certificates for mixed-integer convex problems
• Optimal rates for estimation of two-dimensional totally positive distributions
• Coercing machine learning to output physically accurate results
• Model predictive control: recent developments and future promise
• Bootstrap robust prescriptive analytics
• Design and implementation of a modular interior-point solver for linear optimization
• Optimal representative sample weighting
• Normalized discrete Ricci flow used in community detection
• Estimation of Monge matrices
• Practical volume approximation of high-dimensional convex bodies, applied to modeling portfolio dependencies and financial crises
• The solution of euclidean norm trust region SQP subproblems via second-order cone programs: an overview and elementary introduction
• Implementation of a projection and rescaling algorithm for second-order conic feasibility problems
• Linear programming with nonparametric penalty programs and iterated thresholding
• Tuning as convex optimisation: a polynomial tuner for multi-parametric combinatorial samplers
• Computing Large Market Equilibria Using Abstractions
• Dynamic portfolio optimization across hidden market regimes
• Coverage Path Planning for 3D Terrain with Constraints on Trajectory Curvature Based on Second-Order Cone Programming
• Investigations on the influence of the boundary conditions when computing the effective crack energy of random heterogeneous materials using fast marching methods

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