A fast branch-and-bound algorithm for non-convex quadratic integer optimization subject to linear constraints using ellipsoidal relaxations [PDF]
, 2015 We propose two exact approaches for non-convex quadratic integer minimization subject to linear constraints where lower bounds are computed by considering ellipsoidal relaxations of the feasible set.
Buchheim, Christoph +2 more
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Updating constraint preconditioners for KKT systems in quadratic programming via low-rank corrections [PDF]
, 2015 This work focuses on the iterative solution of sequences of KKT linear systems arising in interior point methods applied to large convex quadratic programming problems.
Bellavia, S. +3 more
core +2 more sources
S-Lemma with Equality and Its Applications [PDF]
, 2015 Let $f(x)=x^TAx+2a^Tx+c$ and $h(x)=x^TBx+2b^Tx+d$ be two quadratic functions having symmetric matrices $A$ and $B$. The S-lemma with equality asks when the unsolvability of the system $f(x)
R. L. Sheu +6 more
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A two-phase gradient method for quadratic programming problems with a single linear constraint and bounds on the variables [PDF]
, 2018 We propose a gradient-based method for quadratic programming problems with a single linear constraint and bounds on the variables. Inspired by the GPCG algorithm for bound-constrained convex quadratic programming [J.J. Mor\'e and G.
Barlow, Jesse +3 more
core +2 more sources
Portfolio optimization with two coherent risk measures
, 2020 We provide analytical results for a static portfolio optimization problem with two coherent risk measures. The use of two risk measures is motivated by joint decision-making for portfolio selection where the risk perception of the portfolio manager is of
Aktürk, Tahsin Deniz, Ararat, Çağın
core +2 more sources
, 2018 In Part 1 of this paper, we have estimated the Fr\'echet coderivative and the Mordukhovich coderivative of the stationary point set map of a smooth parametric optimization problem with one smooth functional constraint under total perturbations.
Huyen, Duong Thi Kim +2 more
core +1 more source
The necessary and sufficient conditions of copositive tensors
, 2013 In this paper, it is proved that (strict) copositivity of a symmetric tensor $\mathcal{A}$ is equivalent to the fact that every principal sub-tensor of $\mathcal{A}$ has no a (non-positive) negative $H^{++}$-eigenvalue.
Qi, Liqun, Song, Yisheng
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Ultraviolet radiation protection factors of livestock shade cloths for free‐range pigs
Veterinary Dermatology, Volume 35, Issue 6, Page 641-651, December 2024.Background – Protection from solar ultraviolet radiation (UVR) is paramount in light‐skinned pig breeds such as Yorkshire or Landrace to avoid sunburn. Objectives – Determination of the UVR exposure of a pig and the sun protection abilities of shade cloths with different shade rates.
A. W. Schmalwieser +4 more
wiley +1 more source
Quadratization of Symmetric Pseudo-Boolean Functions [PDF]
, 2013 A pseudo-Boolean function is a real-valued function $f(x)=f(x_1,x_2,\ldots,x_n)$ of $n$ binary variables; that is, a mapping from $\{0,1\}^n$ to $\mathbb{R}$.
Anthony, Martin +3 more
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An SDP Approach For Solving Quadratic Fractional Programming Problems [PDF]
, 2014 This paper considers a fractional programming problem (P) which minimizes a ratio of quadratic functions subject to a two-sided quadratic constraint. As is well-known, the fractional objective function can be replaced by a parametric family of quadratic ...
Nguyen, Van-Bong +2 more
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