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Semidefinite relaxation and nonconvex quadratic optimization

Citations

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Cited by:

  1. Xiaodong Ding & Hezhi Luo & Huixian Wu & Jianzhen Liu, 2021. "An efficient global algorithm for worst-case linear optimization under uncertainties based on nonlinear semidefinite relaxation," Computational Optimization and Applications, Springer, vol. 80(1), pages 89-120, September.
  2. Eric Auerbach, 2019. "Testing for Differences in Stochastic Network Structure," Papers 1903.11117, arXiv.org, revised Nov 2020.
  3. Han, Qiaoming & Ye, Yinyu & Zhang, Hantao & Zhang, Jiawei, 2002. "On approximation of max-vertex-cover," European Journal of Operational Research, Elsevier, vol. 143(2), pages 342-355, December.
  4. Hezhi Luo & Xianye Zhang & Huixian Wu & Weiqiang Xu, 2023. "Effective algorithms for separable nonconvex quadratic programming with one quadratic and box constraints," Computational Optimization and Applications, Springer, vol. 86(1), pages 199-240, September.
  5. Xia, Yong & Sheu, Ruey-Lin & Sun, Xiaoling & Li, Duan, 2012. "Improved estimation of duality gap in binary quadratic programming using a weighted distance measure," European Journal of Operational Research, Elsevier, vol. 218(2), pages 351-357.
  6. D. Henrion & S. Tarbouriech & D. Arzelier, 2001. "LMI Approximations for the Radius of the Intersection of Ellipsoids: Survey," Journal of Optimization Theory and Applications, Springer, vol. 108(1), pages 1-28, January.
  7. 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.
  8. Florian Jarre & Felix Lieder & Ya-Feng Liu & Cheng Lu, 2020. "Set-completely-positive representations and cuts for the max-cut polytope and the unit modulus lifting," Journal of Global Optimization, Springer, vol. 76(4), pages 913-932, April.
  9. Simai He & Bo Jiang & Zhening Li & Shuzhong Zhang, 2014. "Probability Bounds for Polynomial Functions in Random Variables," Mathematics of Operations Research, INFORMS, vol. 39(3), pages 889-907, August.
  10. Ramtin Madani & Mohsen Kheirandishfard & Javad Lavaei & Alper Atamtürk, 2020. "Penalized semidefinite programming for quadratically-constrained quadratic optimization," Journal of Global Optimization, Springer, vol. 78(3), pages 423-451, November.
  11. Zhuoyi Xu & Yong Xia & Jiulin Wang, 2021. "Cheaper relaxation and better approximation for multi-ball constrained quadratic optimization and extension," Journal of Global Optimization, Springer, vol. 80(2), pages 341-356, June.
  12. Ben-Tal, A. & den Hertog, D., 2011. "Immunizing Conic Quadratic Optimization Problems Against Implementation Errors," Discussion Paper 2011-060, Tilburg University, Center for Economic Research.
  13. X. Zheng & X. Sun & D. Li, 2011. "Nonconvex quadratically constrained quadratic programming: best D.C. decompositions and their SDP representations," Journal of Global Optimization, Springer, vol. 50(4), pages 695-712, August.
  14. 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.
  15. Hezhi Luo & Yuanyuan Chen & Xianye Zhang & Duan Li & Huixian Wu, 2020. "Effective Algorithms for Optimal Portfolio Deleveraging Problem with Cross Impact," Papers 2012.07368, arXiv.org, revised Jan 2021.
  16. Hezhi Luo & Xiaodong Ding & Jiming Peng & Rujun Jiang & Duan Li, 2021. "Complexity Results and Effective Algorithms for Worst-Case Linear Optimization Under Uncertainties," INFORMS Journal on Computing, INFORMS, vol. 33(1), pages 180-197, January.
  17. Polyak, B.T. & Nazin, S.A., 2004. "Interval solutions for interval algebraic equations," Mathematics and Computers in Simulation (MATCOM), Elsevier, vol. 66(2), pages 207-217.
  18. C. Helmberg & F. Rendl & R. Weismantel, 2000. "A Semidefinite Programming Approach to the Quadratic Knapsack Problem," Journal of Combinatorial Optimization, Springer, vol. 4(2), pages 197-215, June.
  19. 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.
  20. Ben-Tal, A. & den Hertog, D., 2011. "Immunizing Conic Quadratic Optimization Problems Against Implementation Errors," Other publications TiSEM 9f3fba48-8501-4ec8-9241-5, Tilburg University, School of Economics and Management.
  21. Jingnan Chen & Liming Feng & Jiming Peng & Yinyu Ye, 2014. "Analytical Results and Efficient Algorithm for Optimal Portfolio Deleveraging with Market Impact," Operations Research, INFORMS, vol. 62(1), pages 195-206, February.
  22. Hezhi Luo & Xiaodi Bai & Jiming Peng, 2019. "Enhancing Semidefinite Relaxation for Quadratically Constrained Quadratic Programming via Penalty Methods," Journal of Optimization Theory and Applications, Springer, vol. 180(3), pages 964-992, March.
  23. 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.
  24. Huixian Wu & Hezhi Luo & Xianye Zhang & Haiqiang Qi, 2023. "An effective global algorithm for worst-case linear optimization under polyhedral uncertainty," Journal of Global Optimization, Springer, vol. 87(1), pages 191-219, September.
  25. Wei Xia & Juan C. Vera & Luis F. Zuluaga, 2020. "Globally Solving Nonconvex Quadratic Programs via Linear Integer Programming Techniques," INFORMS Journal on Computing, INFORMS, vol. 32(1), pages 40-56, January.
  26. Xiaojin Zheng & Xiaoling Sun & Duan Li & Yong Xia, 2010. "Duality Gap Estimation of Linear Equality Constrained Binary Quadratic Programming," Mathematics of Operations Research, INFORMS, vol. 35(4), pages 864-880, November.
  27. Marco Locatelli, 2013. "Approximation algorithm for a class of global optimization problems," Journal of Global Optimization, Springer, vol. 55(1), pages 13-25, January.
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