IDEAS home Printed from https://ideas.repec.org/p/tiu/tiucen/77619783-0422-424b-8dc7-27a71049fe7c.html
   My bibliography  Save this paper

Multivariate Nonnegative Quadratic Mappings

Author

Listed:
  • Luo, Z-Q
  • Sturm, J.F.

    (Tilburg University, Center For Economic Research)

  • Zhang, S.

Abstract

No abstract is available for this item.

Suggested Citation

  • Luo, Z-Q & Sturm, J.F. & Zhang, S., 2003. "Multivariate Nonnegative Quadratic Mappings," Discussion Paper 2003-7, Tilburg University, Center for Economic Research.
    • Handle: RePEc:tiu:tiucen:77619783-0422-424b-8dc7-27a71049fe7c
    as

    Download full text from publisher

    File URL: https://repository.tilburguniversity.edu/bitstreams/73c0af4b-aa04-4aed-986e-4a5488b41bcc/download
    Download Restriction: no
    ---><---

    References listed on IDEAS

    as
    1. NESTEROV, Yu., 2000. "Squared functional systems and optimization problems," LIDAM Reprints CORE 1472, Université catholique de Louvain, Center for Operations Research and Econometrics (CORE).
    2. Sturm, J.F. & Zhang, S., 2001. "On Cones of Nonnegative Quadratic Functions," Discussion Paper 2001-26, Tilburg University, Center for Economic Research.
    3. A. Ben-Tal & A. Nemirovski, 1998. "Robust Convex Optimization," Mathematics of Operations Research, INFORMS, vol. 23(4), pages 769-805, November.
    Full references (including those not matched with items on IDEAS)

    Citations

    Citations are extracted by the CitEc Project, subscribe to its RSS feed for this item.
    as


    Cited by:

    1. Brinkhuis, J. & Zhang, S., 2003. "A D-induced duality and its applications," Econometric Institute Research Papers EI 2003-42, Erasmus University Rotterdam, Erasmus School of Economics (ESE), Econometric Institute.
    2. Kürşad Derinkuyu & Mustafa Pınar, 2006. "On the S-procedure and Some Variants," Mathematical Methods of Operations Research, Springer;Gesellschaft für Operations Research (GOR);Nederlands Genootschap voor Besliskunde (NGB), vol. 64(1), pages 55-77, August.

    Most related items

    These are the items that most often cite the same works as this one and are cited by the same works as this one.
    1. Luo, Z-Q & Sturm, J.F. & Zhang, S., 2003. "Multivariate Nonnegative Quadratic Mappings," Other publications TiSEM 77619783-0422-424b-8dc7-2, Tilburg University, School of Economics and Management.
    2. Sturm, J.F. & Zhang, S., 2001. "On Cones of Nonnegative Quadratic Functions," Discussion Paper 2001-26, Tilburg University, Center for Economic Research.
    3. Brinkhuis, J. & Zhang, S., 2002. "A D-induced duality and its applications," Econometric Institute Research Papers EI 2002-34, Erasmus University Rotterdam, Erasmus School of Economics (ESE), Econometric Institute.
    4. Jos F. Sturm & Shuzhong Zhang, 2003. "On Cones of Nonnegative Quadratic Functions," Mathematics of Operations Research, INFORMS, vol. 28(2), pages 246-267, May.
    5. Lutgens, F. & Sturm, J.F., 2002. "Robust One Period Option Modelling," Discussion Paper 2002-114, Tilburg University, Center for Economic Research.
    6. Zhi Chen & Melvyn Sim & Huan Xu, 2019. "Distributionally Robust Optimization with Infinitely Constrained Ambiguity Sets," Operations Research, INFORMS, vol. 67(5), pages 1328-1344, September.
    7. Lutgens, F. & Sturm, J.F., 2002. "Robust One Period Option Modelling," Other publications TiSEM a5d55d83-4751-461f-8114-1, Tilburg University, School of Economics and Management.
    8. Li Chen & Simai He & Shuzhong Zhang, 2011. "Tight Bounds for Some Risk Measures, with Applications to Robust Portfolio Selection," Operations Research, INFORMS, vol. 59(4), pages 847-865, August.
    9. Frank Lutgens & Jos Sturm & Antoon Kolen, 2006. "Robust One-Period Option Hedging," Operations Research, INFORMS, vol. 54(6), pages 1051-1062, December.
    10. Wenqing Chen & Melvyn Sim & Jie Sun & Chung-Piaw Teo, 2010. "From CVaR to Uncertainty Set: Implications in Joint Chance-Constrained Optimization," Operations Research, INFORMS, vol. 58(2), pages 470-485, April.
    11. Stefan Mišković, 2017. "A VNS-LP algorithm for the robust dynamic maximal covering location problem," OR Spectrum: Quantitative Approaches in Management, Springer;Gesellschaft für Operations Research e.V., vol. 39(4), pages 1011-1033, October.
    12. Chuong, T.D. & Jeyakumar, V., 2017. "Convergent hierarchy of SDP relaxations for a class of semi-infinite convex polynomial programs and applications," Applied Mathematics and Computation, Elsevier, vol. 315(C), pages 381-399.
    13. Chassein, André & Dokka, Trivikram & Goerigk, Marc, 2019. "Algorithms and uncertainty sets for data-driven robust shortest path problems," European Journal of Operational Research, Elsevier, vol. 274(2), pages 671-686.
    14. Dranichak, Garrett M. & Wiecek, Margaret M., 2019. "On highly robust efficient solutions to uncertain multiobjective linear programs," European Journal of Operational Research, Elsevier, vol. 273(1), pages 20-30.
    15. Wang, Chong & Wang, Qi & Xiang, Xi & Zhang, Canrong & Miao, Lixin, 2025. "Optimizing integrated berth allocation and quay crane assignment: A distributionally robust approach," European Journal of Operational Research, Elsevier, vol. 320(3), pages 593-615.
    16. J. Behnamian & Z. Gharabaghli, 2023. "Multi-objective outpatient scheduling in health centers considering resource constraints and service quality: a robust optimization approach," Journal of Combinatorial Optimization, Springer, vol. 45(2), pages 1-35, March.
    17. Wang, Wei & Xu, Huifu & Ma, Tiejun, 2023. "Optimal scenario-dependent multivariate shortfall risk measure and its application in risk capital allocation," European Journal of Operational Research, Elsevier, vol. 306(1), pages 322-347.
    18. Kang, Yan-li & Tian, Jing-Song & Chen, Chen & Zhao, Gui-Yu & Li, Yuan-fu & Wei, Yu, 2021. "Entropy based robust portfolio," Physica A: Statistical Mechanics and its Applications, Elsevier, vol. 583(C).
    19. Beck, Yasmine & Ljubić, Ivana & Schmidt, Martin, 2023. "A survey on bilevel optimization under uncertainty," European Journal of Operational Research, Elsevier, vol. 311(2), pages 401-426.
    20. Kato, Naohiro & Kuriki, Satoshi, 2013. "Likelihood ratio tests for positivity in polynomial regressions," Journal of Multivariate Analysis, Elsevier, vol. 115(C), pages 334-346.

    Corrections

    All material on this site has been provided by the respective publishers and authors. You can help correct errors and omissions. When requesting a correction, please mention this item's handle: RePEc:tiu:tiucen:77619783-0422-424b-8dc7-27a71049fe7c. See general information about how to correct material in RePEc.

    If you have authored this item and are not yet registered with RePEc, we encourage you to do it here. This allows to link your profile to this item. It also allows you to accept potential citations to this item that we are uncertain about.

    If CitEc recognized a bibliographic reference but did not link an item in RePEc to it, you can help with this form .

    If you know of missing items citing this one, you can help us creating those links by adding the relevant references in the same way as above, for each refering item. If you are a registered author of this item, you may also want to check the "citations" tab in your RePEc Author Service profile, as there may be some citations waiting for confirmation.

    For technical questions regarding this item, or to correct its authors, title, abstract, bibliographic or download information, contact: Richard Broekman (email available below). General contact details of provider: http://center.uvt.nl .

    Please note that corrections may take a couple of weeks to filter through the various RePEc services.

    IDEAS is a RePEc service. RePEc uses bibliographic data supplied by the respective publishers.