Results 101 to 110 of about 7,645,857 (241)

MultiObjective Quadratic Programming Problem: A Priority based Fuzzy Goal Programming

, 2011
Surapati Pramanik, P. Dey
semanticscholar   +1 more source

Quadratic programming-based autonomous cruise control of an intelligent tugboat. [PDF]

PLoS One
He H, Peng T, Li H, Huang D, Liu C.
europepmc   +1 more source

Gradient-Based Efficient Optimization Method for Surface Sensor Arrays in Microseismic Source Mechanism Inversion. [PDF]

Sensors (Basel)
Kong Y, Yuan Y.
europepmc   +1 more source

The Optimal Linear Quadratic Feedback State Regulator Problem for Index One Descriptor Systems [PDF]

In this note we present both necessary and sufficient conditions for the existence of a linear static state feedback controller if the system is described by an index one descriptor system. A priori no definiteness restrictions are made w.r.t.
Salmah, Y., Wijayanti, I.E., Engwerda, J.C.   +2 more
core  

Joint Beamforming and Trajectory Optimization Algorithm for RSMA-UAV-Enabled Integrated Sensing and Communication System. [PDF]

Sensors (Basel)
Wang S, Zhu Q.
europepmc   +1 more source

A computational method for the indefinite quadratic programming problem

, 1980
J. R. Bunch, L. Kaufman
semanticscholar   +1 more source

A New Bound for the Quadratic Assignment Problem Based on Convex Quadratic Programming

, 1999
We describe a new convex quadratic programming bound for the quadratic assignment problem (QAP). The construction of the bound uses a semidefinite programming representation of a basic eigenvalue bound for QAP.
Nathan W. Brixius, Kurt M. Anstreicher
core  

Relaxation via separable estimators: arithmetic and implementation. [PDF]

J Glob Optim
Zha Y, Villanueva ME, Houska B, Chachuat B.   +3 more
europepmc   +1 more source

Hedging Greeks for a portfolio of options using linear and quadratic programming [PDF]

The aim of this paper is to develop a hedging methodology for making a portfolio of options delta, vega and gamma neutral by taking positions in other available options, and simultaneously minimizing the net premium to be paid for the hedging.
Sinha, Pankaj, Johar, Archit
core  

On the Equivalence of Convex Programming Bounds for Boolean Quadratic Programming

, 1998
Recent papers have shown the equivalence of several tractable bounds for Boolean quadratic programming. In this note we give simplified proofs for these results, and also show that all of the bounds considered are simultaneously attained by one diagonal ...
Kurt Anstreicher, Kurt M. Anstreicher
core