Solving semidefinite-quadratic-linear programs using SDPT3
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- Robust least square semidefinite programming with applications
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- An alternating direction method for linear-constrained matrix nuclear norm minimization.
- CBLIB 2014: a benchmark library for conic mixed-integer and continuous optimization
- Variations and extension of the convex-concave procedure
- Constraint selection in a build-up interior-point cutting-plane method for solving relaxations of the stable-set problem
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- On how to solve large-scale log-determinant optimization problems
- Extending Mehrotra and Gondzio higher order methods to mixed semidefinite-quadratic-linear programming
- Shakedown analysis with multidimensional loading spaces
- A linear-quadratic optimal control problem for mean-field stochastic differential equations in infinite horizon
- Improved row-by-row method for binary quadratic optimization problems
- Riemannian trust-region method for the maximal correlation problem
- Upper and lower bounds in limit analysis: Adaptive meshing strategies and discontinuous loading
- Recovering risk-neutral probability density functions from options prices using cubic splines and ensuring nonnegativity
- A distributed controller approach for delay-independent stability of networked control systems
- Approximate minimum enclosing balls in high dimensions using core-sets
- An augmented Lagrangian dual optimization approach to the \(H\)-weighted model updating problem
- Implementation of interior point methods for mixed semidefinite and second order cone optimization problems
- Semi-definite programming techniques for structured quadratic inverse eigenvalue problems
- SDPA PROJECT : SOLVING LARGE-SCALE SEMIDEFINITE PROGRAMS(<Special Issue>the 50th Anniversary of the Operations Research Society of Japan)
- Quadratic model updating with gyroscopic structure from partial eigendata
- Robust truss topology optimization via semidefinite programming with complementarity constraints: a difference-of-convex programming approach
- An alternating variable method for the maximal correlation problem
- A homotopy method for nonlinear semidefinite programming
- On filter-successive linearization methods for nonlinear semidefinite programming
- SDP reformulation for robust optimization problems based on nonconvex QP duality
- Robust international portfolio management
- Second-order cone programming formulations for a class of problems in structural optimization
- On the implementation and usage of SDPT3 -- a Matlab software package for semidefinite-quadratic-linear programming, version 4.0
- Learning with tensors: a framework based on convex optimization and spectral regularization
- A computational study of exact subgraph based SDP bounds for max-cut, stable set and coloring
- Optimal link removal for epidemic mitigation: A two-way partitioning approach
- Linearized augmented Lagrangian and alternating direction methods for nuclear norm minimization
- Alternating projections on nontangential manifolds
- Second-order cone programming with warm start for elastoplastic analysis with von Mises yield criterion
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- An alternating direction method with continuation for nonconvex low rank minimization
- CSDP, A C library for semidefinite programming
- Primal-dual first-order methods with \({\mathcal {O}(1/\varepsilon)}\) iteration-complexity for cone programming
- On handling cutting planes in interior-point methods for solving semi-definite relaxations of binary quadratic optimization problems
- Successive linearization methods for nonlinear semidefinite programs
- Interior Point Methods for Nonlinear Optimization
- Second-order cone programming approaches to static shakedown analysis in steel plasticity
- A matrix generation approach for eigenvalue optimization
- Alternating direction method for covariance selection models
- SOCP relaxation bounds for the optimal subset selection problem applied to robust linear regression
- Implementation of nonsymmetric interior-point methods for linear optimization over sparse matrix cones
- Computing sum of squares decompositions with rational coefficients
- An ADMM-based interior-point method for large-scale linear programming
- Fixed point and Bregman iterative methods for matrix rank minimization
- Sparse-BSOS: a bounded degree SOS hierarchy for large scale polynomial optimization with sparsity
- Robust stability and performance analysis based on integral quadratic constraints
- Polynomial optimization with applications to stability analysis and control -- alternatives to sum of squares
- A modified homogeneous potential reduction algorithm for solving the monotone semidefinite linear complementarity problem
- Framework for kernel regularization with application to protein clustering
- Exact solvability, non-integrability, and genuine multipartite entanglement dynamics of the Dicke model
- A smoothing Newton method with Fischer-Burmeister function for second-order cone complementarity problems
- Generalized Gauss inequalities via semidefinite programming
- SDPT3 — A Matlab software package for semidefinite programming, Version 1.3
- SDPLIB 1.2, a library of semidefinite programming test problems
- Heuristics for a continuous multi-facility location problem with demand regions
- Minimizing the sum of many rational functions
- Reduced rank ridge regression and its kernel extensions
- Smoothing proximal gradient method for general structured sparse regression
- An implementable proximal point algorithmic framework for nuclear norm minimization
- Algorithm 996
- Sieve-SDP: a simple facial reduction algorithm to preprocess semidefinite programs
- An SQP-type algorithm for nonlinear second-order cone programs
- Implementation of a primal-dual method for SDP on a shared memory parallel architecture
- Efficient algorithms for the smallest enclosing ball problem
- Enclosing ellipsoids and elliptic cylinders of semialgebraic sets and their application to error bounds in polynomial optimization
- On the heavy-tail behavior of the distributionally robust newsvendor
- Efficient semidefinite branch-and-cut for MAP-MRF inference
- An extended sequential quadratically constrained quadratic programming algorithm for nonlinear, semidefinite, and second-order cone programming
- Encoding dissimilarity data for statistical model building
- Solving symmetric and positive definite second-order cone linear complementarity problem by a rational Krylov subspace method
- Homogeneity detection for the high-dimensional generalized linear model
- On constrained estimation of graphical time series models
- Optimizing area under the ROC curve using semi-supervised learning
- MIMO PID tuning via iterated LMI restriction
- Latest Developments in the SDPA Family for Solving Large-Scale SDPs
- On the necessity of looped-functionals arising in the analysis of pseudo-periodic, sampled-data and hybrid systems
- Sampling algebraic varieties for sum of squares programs
- Efficient use of semidefinite programming for selection of rotamers in protein conformations
- A selective strategy for shakedown analysis of engineering structures
- Polynomial sum of squares in fluid dynamics: a review with a look ahead
- Dwell-time stability and stabilization conditions for linear positive impulsive and switched systems
- A proximal fully parallel splitting method for stable principal component pursuit
- Exploiting sparsity in SDP relaxation of polynomial optimization problems
- Proximal alternating direction method with relaxed proximal parameters for the least squares covariance adjustment problem
- Generating and measuring instances of hard semidefinite programs
- A barrier function approach to finite-time stochastic system verification and control
- Minimal volume simplex (MVS) polytopic model generation and manipulation methodology for TP model transformation
- Quadratic program on a structured nonconvex set
- Return-mapping algorithms for associative isotropic hardening plasticity using conic optimization
- Infeasible interior-point method for symmetric optimization using a positive-asymptotic barrier
- Distributionally robust inverse covariance estimation: the Wasserstein shrinkage estimator
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