IDEAS home Printed from https://ideas.repec.org/p/tiu/tiutis/3789955a-6533-4a4e-aca2-6dd7244fab83.html
   My bibliography  Save this paper

On the Complexity of Optimization over the Standard Simplex

Author

Listed:
  • de Klerk, E.

    (Tilburg University, School of Economics and Management)

  • den Hertog, D.

    (Tilburg University, School of Economics and Management)

  • Elfadul, G.E.E.

    (Tilburg University, School of Economics and Management)

Abstract

No abstract is available for this item.

Suggested Citation

  • de Klerk, E. & den Hertog, D. & Elfadul, G.E.E., 2005. "On the Complexity of Optimization over the Standard Simplex," Other publications TiSEM 3789955a-6533-4a4e-aca2-6, Tilburg University, School of Economics and Management.
    • Handle: RePEc:tiu:tiutis:3789955a-6533-4a4e-aca2-6dd7244fab83
    as

    Download full text from publisher

    File URL: https://pure.uvt.nl/ws/portalfiles/portal/776650/125.pdf
    Download Restriction: no
    ---><---

    References listed on IDEAS

    as
    1. A.M. Bagirov & A.M. Rubinov, 2000. "Global Minimization of Increasing Positively Homogeneous Functions over the Unit Simplex," Annals of Operations Research, Springer, vol. 98(1), pages 171-187, December.
    2. NESTEROV, Yu. & WOLKOWICZ, Henry & YE, Yinyu, 2000. "Semidefinite programming relaxations of nonconvex quadratic optimization," LIDAM Reprints CORE 1471, Université catholique de Louvain, Center for Operations Research and Econometrics (CORE).
    Full references (including those not matched with items on IDEAS)

    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. de Klerk, E. & den Hertog, D. & Elabwabi, G., 2008. "On the complexity of optimization over the standard simplex," European Journal of Operational Research, Elsevier, vol. 191(3), pages 773-785, December.
    2. Rubinov, A.M. & Soukhorokova, N.V. & Ugon, J., 2006. "Classes and clusters in data analysis," European Journal of Operational Research, Elsevier, vol. 173(3), pages 849-865, September.
    3. X. X. Huang & X. Q. Yang & K. L. Teo, 2007. "Lower-Order Penalization Approach to Nonlinear Semidefinite Programming," Journal of Optimization Theory and Applications, Springer, vol. 132(1), pages 1-20, January.
    4. de Klerk, E., 2006. "The Complexity of Optimizing over a Simplex, Hypercube or Sphere : A Short Survey," Discussion Paper 2006-85, Tilburg University, Center for Economic Research.
    5. de Klerk, E. & Laurent, M., 2010. "Error bounds for some semidefinite programming approaches to polynomial minimization on the hypercube," Other publications TiSEM 619d9658-77df-4b5e-9868-0, Tilburg University, School of Economics and Management.
    6. Temadher A. Almaadeed & Saeid Ansary Karbasy & Maziar Salahi & Abdelouahed Hamdi, 2022. "On Indefinite Quadratic Optimization over the Intersection of Balls and Linear Constraints," Journal of Optimization Theory and Applications, Springer, vol. 194(1), pages 246-264, July.
    7. A. Auslender & A. Ferrer & M. Goberna & M. López, 2015. "Comparative study of RPSALG algorithm for convex semi-infinite programming," Computational Optimization and Applications, Springer, vol. 60(1), pages 59-87, January.
    8. Godai Azuma & Mituhiro Fukuda & Sunyoung Kim & Makoto Yamashita, 2022. "Exact SDP relaxations of quadratically constrained quadratic programs with forest structures," Journal of Global Optimization, Springer, vol. 82(2), pages 243-262, February.
    9. Etienne Klerk, 2008. "The complexity of optimizing over a simplex, hypercube or sphere: a short survey," Central European Journal of Operations Research, Springer;Slovak Society for Operations Research;Hungarian Operational Research Society;Czech Society for Operations Research;Österr. Gesellschaft für Operations Research (ÖGOR);Slovenian Society Informatika - Section for Operational Research;Croatian Operational Research Society, vol. 16(2), pages 111-125, June.
    10. de Klerk, E., 2008. "The complexity of optimizing over a simplex, hypercube or sphere : A short survey," Other publications TiSEM 485b6860-cf1d-4cad-97b8-2, Tilburg University, School of Economics and Management.
    11. Yichuan Ding & Dongdong Ge & Henry Wolkowicz, 2011. "On Equivalence of Semidefinite Relaxations for Quadratic Matrix Programming," Mathematics of Operations Research, INFORMS, vol. 36(1), pages 88-104, February.
    12. Boris Defourny & Ilya O. Ryzhov & Warren B. Powell, 2015. "Optimal Information Blending with Measurements in the L 2 Sphere," Mathematics of Operations Research, INFORMS, vol. 40(4), pages 1060-1088, October.
    13. Moslem Zamani, 2019. "A new algorithm for concave quadratic programming," Journal of Global Optimization, Springer, vol. 75(3), pages 655-681, November.
    14. de Klerk, E., 2006. "The Complexity of Optimizing over a Simplex, Hypercube or Sphere : A Short Survey," Other publications TiSEM 88640b6d-5240-472d-8669-4, Tilburg University, School of Economics and Management.
    15. Y. B. Zhao & D. Li, 2006. "On KKT Points of Homogeneous Programs," Journal of Optimization Theory and Applications, Springer, vol. 130(2), pages 369-376, August.
    16. Albert Ferrer & Adil Bagirov & Gleb Beliakov, 2015. "Solving DC programs using the cutting angle method," Journal of Global Optimization, Springer, vol. 61(1), pages 71-89, January.
    17. V. Jeyakumar & Guoyin Li, 2011. "Regularized Lagrangian duality for linearly constrained quadratic optimization and trust-region problems," Journal of Global Optimization, Springer, vol. 49(1), pages 1-14, January.
    18. Wolkowicz, Henry, 2002. "A note on lack of strong duality for quadratic problems with orthogonal constraints," European Journal of Operational Research, Elsevier, vol. 143(2), pages 356-364, December.
    19. Yichuan Ding & Henry Wolkowicz, 2009. "A Low-Dimensional Semidefinite Relaxation for the Quadratic Assignment Problem," Mathematics of Operations Research, INFORMS, vol. 34(4), pages 1008-1022, November.
    20. A. Ferrer & M. A. Goberna & E. González-Gutiérrez & M. I. Todorov, 2017. "A comparative note on the relaxation algorithms for the linear semi-infinite feasibility problem," Annals of Operations Research, Springer, vol. 258(2), pages 587-612, November.

    More about this item

    Statistics

    Access and download statistics

    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:tiutis:3789955a-6533-4a4e-aca2-6dd7244fab83. 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: https://www.tilburguniversity.edu/about/schools/economics-and-management/ .

    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.