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Fuzzy costs in quadratic programming problems
Fuzzy Optimization and Decision Making, 2013zbMATH Open Web Interface contents unavailable due to conflicting licenses.
Ricardo C. Silva +2 more
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On Copositive Programming and Standard Quadratic Optimization Problems
Journal of Global Optimization, 2000The authors consider quadratic optimization problems of the form \[ x^TAx\to \text{maximum subject to }x\in\Delta \] where \(A\) is an arbitrary symmetric \(n\times n\) matrix and \(\Delta\) is the standard simpiex in the \(n\)-dimensional Euclidean space \(\mathbb{R}^n\), \(\Delta= \{x\in R^n_+: e^Tx=1\}\).
Immanuel M. Bomze +5 more
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The exact solution of multiparametric quadratically constrained quadratic programming problems
Journal of Global Optimization, 2020The authors consider a multiparametric optimization problem with a convex quadratic objective function, quadratic inequality and linear equality constraints. This type of problem is closely related to several uncertainty issues. Using the so-called basic sensitivity theorem and by applying a corresponding active-index-set strategy, they determine the ...
Iosif Pappas +2 more
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Semidefinite Programming Relaxations for the Quadratic Assignment Problem
Journal of Combinatorial Optimization, 1998zbMATH Open Web Interface contents unavailable due to conflicting licenses.
Qing Zhao +3 more
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Construction of Test Problems in Quadratic Bivalent Programming
ACM Transactions on Mathematical Software, 1991A method of constructing test problems for constrained bivalent quadratic programming is presented. For any feasible integer point for a given domain, the method generates quadratic functions whose minimum over the given domain occurs at the selected point.
Panos M Pardalos
exaly +2 more sources
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
A Semidefinite Programming Approach to the Quadratic Knapsack Problem
Journal of Combinatorial Optimization, 2000zbMATH Open Web Interface contents unavailable due to conflicting licenses.
Christoph Helmberg +2 more
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A Perturbation approach for an inverse quadratic programming problem
Mathematical Methods of Operations Research, 2010zbMATH Open Web Interface contents unavailable due to conflicting licenses.
Jianzhong Zhang +2 more
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The solution of an integer quadratic programming problem
USSR Computational Mathematics and Mathematical Physics, 1966Abstract In [1] the problem of integer quadratic programming is examined. We consider below a special case of this problem and construct another algorithm for finding an approximate solution. We give the conditions under which the approximate solution is exact.
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