Results 21 to 30 of about 294 (42)

Semidefinite approximation for mixed binary quadratically constrained quadratic programs [PDF]

open access: yes, 2014
Motivated by applications in wireless communications, this paper develops semidefinite programming (SDP) relaxation techniques for some mixed binary quadratically constrained quadratic programs (MBQCQP) and analyzes their approximation performance.
Hong, Mingyi, Luo, Zhi-Quan, Xu, Zi
core  

On Cones of Nonnegative Quadratic Functions [PDF]

open access: yes, 2001
AMS classifications: 90C22 ...
Sturm, J.F., Zhang, S.
core   +1 more source

Optimal solution of a diffusion equation with a discrete source term [PDF]

open access: yes, 1997
In this paper we study the numerical behavior of a diffusion equation with a discrete control source term. The equation is discretized in space by finite differences and in time by an implicit scheme.
Araújo, A.   +2 more
core   +1 more source

Robust One Period Option Modelling [PDF]

open access: yes
AMS classifications: 90C15; 90C20; 90C90; 49M29;return on investment;option pricing models;optimization;portfolio ...
Lutgens, F., Sturm, J.F.
core   +1 more source

Home - About - Disclaimer - Privacy