The following pages link to Second-order cone programming (Q1411628):
Displaying 15 items.
- Continuous multifacility ordered median location problems (Q322399) (← links)
- Training Lp norm multiple kernel learning in the primal (Q461152) (← links)
- Continuous location under the effect of `refraction' (Q507312) (← links)
- Computation of sparse low degree interpolating polynomials and their application to derivative-free optimization (Q715240) (← links)
- A primal-dual symmetric relaxation for homogeneous conic systems (Q883335) (← links)
- A generalized smoothing Newton method for the symmetric cone complementarity problem (Q1659660) (← links)
- A binarisation heuristic for non-convex quadratic programming with box constraints (Q2294229) (← links)
- Robust newsvendor problems: effect of discrete demands (Q2327693) (← links)
- New constraint qualifications and optimality conditions for second order cone programs (Q2328203) (← links)
- Active allocation of systematic risk and control of risk sensitivity in portfolio optimization (Q2355106) (← links)
- A primal-dual interior-point method based on various selections of displacement step for symmetric optimization (Q2419510) (← links)
- Data Uncertainty in Markov Chains: Application to Cost-Effectiveness Analyses of Medical Innovations (Q4971371) (← links)
- Technical Note—Closed-Form Solutions for Worst-Case Law Invariant Risk Measures with Application to Robust Portfolio Optimization (Q5131536) (← links)
- DSOS and SDSOS Optimization: More Tractable Alternatives to Sum of Squares and Semidefinite Optimization (Q5382573) (← links)
- Second-Order Cone Programming Formulations for Robust Multiclass Classification (Q5758073) (← links)
