Results 71 to 80 of about 836,294 (206)
Optimality conditions for nonconvex semidefinite programming
, 2000 This paper concerns nonlinear semidefinite programming problems for which no convexity assumptions can be made. We derive first- and second-order optimality conditions analogous to those for nonlinear programming.
Forsgren, Anders,
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Semidefinite Programming and Ramsey Numbers [PDF]
, 2020 Finding exact Ramsey numbers is a problem typically restricted to relatively small graphs. The flag algebra method was developed to find asymptotic results for very large graphs, so it seems that the method is not suitable for finding small Ramsey ...
Lidicky, Bernard, Pfender, Florian
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RisksWe devise two algorithms for approximating solutions of PSDisation, a problem in actuarial science and finance, to find the nearest valid correlation matrix that is positive semidefinite (PSD).
Vali Asimit +3 more
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A Quantile Model of Firm Investment
International Economic Review, EarlyView.ABSTRACT Are firms risk averse? We propose a dynamic model of firm investment under uncertainty that captures firms' risk attitudes through quantile preferences. The firm maximizes its present value, defined as current profits and investment plus the discounted value of the τ$\tau$‐quantile of its value next period.
Heitor Almeida +3 more
wiley +1 more source
Mokslas: Lietuvos Ateitis, 2015 Semidefinite Programming (SDP) is a fairly recent way of solving optimization problems which are becoming more and more important in our fast moving world. It is a minimization of linear function over the intersection of the cone of positive semidefinite
Rasa Giniūnaitė
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The Evolution of Interest‐Rate Models: From the Yield Curve to the Swaption Cube
Journal of Economic Surveys, EarlyView.ABSTRACT Interest‐rate modelling is often taught as a catalogue of competing stochastic equations, obscuring why models were created and why modern sell‐side desks use several simultaneously. This survey reorganises the field around five layers of a pricing architecture: curve construction; arbitrage‐free dynamics; volatility‐smile representation ...
Xuan Feng +2 more
wiley +1 more source
Quantum algorithms for conformal bootstrap
Nuclear Physics B, 2019 With the help of recent developments in quantum algorithms for semidefinite programming, we discuss the possibility for quantum speedup for the numerical conformal bootstrap in conformal field theory.
Ning Bao, Junyu Liu
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Control Design Based on Generalized Lur'e Lyapunov Functions for Sampled‐Data Lur'e Systems
International Journal of Robust and Nonlinear Control, Volume 36, Issue 16, Page 7450-7463, 10 November 2026.ABSTRACT This article addresses the synthesis of stabilizing control laws for aperiodic sampled‐data Lur'e systems. Based on a hybrid system representation of the closed‐loop system and a timer‐dependent generalized Lur'e–Postnikov type Lyapunov function, stabilization conditions are obtained by separating decision variables with the application of two
Arthur Scolari Fagundes +2 more
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On semidefinite programming relaxations of maximum k-section
, 2012 We derive a new semidefinite programming bound for the maximum k-section problem. For k=2 (i.e. for maximum bisection), the new bound is at least as strong as a well-known bound by Poljak and Rendl (SIAM J Optim 5(3):467-487, 1995). For k≥3 the new bound
De Klerk, E +14 more
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A paradox in bosonic energy computations via semidefinite programming relaxations
New Journal of Physics, 2013 We show that the recent hierarchy of semidefinite programming relaxations based on non-commutative polynomial optimization and reduced density matrix variational methods exhibits an interesting paradox when applied to the bosonic case: even though it can
M Navascués +4 more
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