Results 241 to 250 of about 6,874,253 (304)
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Mathematical programming, 2021
We consider solving nonlinear optimization problems with a stochastic objective and deterministic equality constraints. We assume for the objective that its evaluation, gradient, and Hessian are inaccessible, while one can compute their stochastic ...
Sen Na, M. Anitescu, M. Kolar
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We consider solving nonlinear optimization problems with a stochastic objective and deterministic equality constraints. We assume for the objective that its evaluation, gradient, and Hessian are inaccessible, while one can compute their stochastic ...
Sen Na, M. Anitescu, M. Kolar
semanticscholar +1 more source
Knowledge-Based Systems, 2020
Over the years, portfolio optimization remains an important decision-making strategy for investment. The most familiar and widely used approach in the field of portfolio optimization is the mean–variance framework introduced by Markowitz.
Mehmet Anıl Akbay +2 more
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Over the years, portfolio optimization remains an important decision-making strategy for investment. The most familiar and widely used approach in the field of portfolio optimization is the mean–variance framework introduced by Markowitz.
Mehmet Anıl Akbay +2 more
semanticscholar +1 more source
Quadratic Programming for Multirobot and Task-Space Force Control
IEEE Transactions on robotics, 2019We have extended the task-space multiobjective controllers that write as quadratic programs (QPs) to handle multirobot systems as a single centralized control.
Karim Bouyarmane +3 more
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HPU2 Journal of Science: Natural Sciences and Technology
This survey provides a systematic review of quadratic programming (QP) and quadratically constrained quadratic programming (QCQP) problems. The paper reviews mathematical formulations and problem taxonomies based on convexity properties, surveys ...
Kim-Thuy Dinh Thi
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This survey provides a systematic review of quadratic programming (QP) and quadratically constrained quadratic programming (QCQP) problems. The paper reviews mathematical formulations and problem taxonomies based on convexity properties, surveys ...
Kim-Thuy Dinh Thi
semanticscholar +1 more source
Management Science, 1971
A procedure based on Lemke's algorithm is developed which either computes stationary points for general quadratic programs or else shows that the program has no optimum. If a general quadratic program has an optimum and satisfies a non-degeneracy condition then it is demonstrated that there are an odd number of stationary points.
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A procedure based on Lemke's algorithm is developed which either computes stationary points for general quadratic programs or else shows that the program has no optimum. If a general quadratic program has an optimum and satisfies a non-degeneracy condition then it is demonstrated that there are an odd number of stationary points.
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Engineering optimization (Print), 2018
In this article, a superlinearly convergent trust region–sequential quadratic programming approach is first proposed, developed and investigated for nonlinear systems based on nonlinear model predictive control.
Zhongbo Sun +4 more
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In this article, a superlinearly convergent trust region–sequential quadratic programming approach is first proposed, developed and investigated for nonlinear systems based on nonlinear model predictive control.
Zhongbo Sun +4 more
semanticscholar +1 more source
Perspective Reformulations of Semicontinuous Quadratically Constrained Quadratic Programs
INFORMS Journal on Computing, 2021We study perspective reformulations (PRs) of semicontinuous quadratically constrained quadratic programs (SQCQPs) in this paper. Based on perspective functions, we first propose a class of PRs for SQCQPs and discuss how to find the best PR in this class via strong duality and lifting techniques.
Xiaojin Zheng, Yutong Pan, Zhaolin Hu
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Extended formulations in mixed integer conic quadratic programming
Mathematical Programming Computation, 2015In this paper we consider the use of extended formulations in LP-based algorithms for mixed integer conic quadratic programming (MICQP). Extended formulations have been used by Vielma et al. (INFORMS J Comput 20: 438–450, 2008) and Hijazi et al.
J. Vielma +3 more
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Journal of the Royal Statistical Society. Series A (General), 1965
G. Mills, J. C. G. Boot
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G. Mills, J. C. G. Boot
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