Using conical regularization in calculating Lagrangian estimates in quadratic optimization problems
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- A primal interior point method for the linear semidefinite programming problem
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- Efficient Monte Carlo Procedures for Generating Points Uniformly Distributed over Bounded Regions
- Exactness criteria for SDP-relaxations of quadratic extremum problems
- Hit-and-run mixes fast
- Linear programming with positive semi-definite matrices
- Method of obtaining estimates in quadratic extremal problems with Boolean variables
- Modified \(r\)-algorithm to find the global minimum of polynomial functions
- On Lagrangian relaxation of quadratic matrix constraints
- Semidefinite Programming
- The ellipsoid method and its consequences in combinatorial optimization
- Using the method of dual quadratic solutions to solve systems of polynomial equations in the complex domain
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