Array pattern synthesis using semidefinite programming and a bisection method
In this paper, we propose an array pattern synthesis scheme using semidefinite programming (SDP) under array excitation power constraints. When an array pattern synthesis problem is formulated as an SDP problem, it is known that an additional rank‐one ...
Jong‐Ho Lee +3 more
doaj +1 more source
Exploiting Sparsity in SDP Relaxation for Harmonic Balance Method
In general, harmonic balance problems are extremely nonconvex and difficult to solve. A convex relaxation in the form of semidefinite programming has attracted a lot of attention recently, as it finds a global solution with high accuracy without the need
Cheng-Hsiung Yang, Ben Shen Deng
doaj +1 more source
Analyzing the Free States of one Quantum Resource Theory as Resource States of Another
The article investigates how free states in one quantum resource theory can become highly resourceful in another. It systematically studies multipartite entanglement, fermionic non‐Gaussianity, imaginarity, realness, spin coherence, Clifford non‐stabilizerness, Sn‐equivariance, and non‐uniform entanglement, combining rigorous analytical tools and ...
Andrew E. Deneris +5 more
wiley +1 more source
Multi‐Objective Robust Controller Synthesis With Integral Quadratic Constraints in Discrete‐Time
ABSTRACT This article presents a novel framework for the robust controller synthesis problem in discrete‐time systems using dynamic Integral Quadratic Constraints (IQCs). We present an algorithm to minimize closed‐loop performance measures such as the ℋ∞$$ {\mathscr{H}}_{\infty } $$‐norm, the energy‐to‐peak gain, the peak‐to‐peak gain, or a ...
Lukas Schwenkel +4 more
wiley +1 more source
Bounding Option Prices Using SDP With Change Of Numeraire [PDF]
Recently, given the first few moments, tight upper and lower bounds of the no arbitrage prices can be obtained by solving semidefinite programming (SDP) or linear programming (LP) problems.
Berc Rustem, Kai Ye, Panos Parpas
core
Semidefinite geometry of the numerical range
The numerical range of a matrix is studied geometrically via the cone of positive semidefinite matrices (or semidefinite cone for short). In particular it is shown that the feasible set of a two-dimensional linear matrix inequality (LMI), an affine ...
Henrion, Didier
core +1 more source
A Polynomial Optimization Approach to Constant Rebalanced Portfolio Selection [PDF]
We address the multi-period portfolio optimization problem with the constant rebalancing strategy. This problem is formulated as a polynomial optimization problem (POP) by using a mean-variance criterion.
Sotirov, R., Takano, Y.
core +1 more source
A Relaxed Interior Point Method for Low-Rank Semidefinite Programming Problems with Applications to Matrix Completion. [PDF]
Bellavia S, Gondzio J, Porcelli M.
europepmc +1 more source
Semidefinite programming and matrix scaling over the semidefinite cone
zbMATH Open Web Interface contents unavailable due to conflicting licenses.
openaire +2 more sources
Adaptive Clustering through Semidefinite Programming
We analyze the clustering problem through a flexible probabilistic model that aims to identify an optimal partition on the sample X 1 , ..., X n. We perform exact clustering with high probability using a convex semidefinite estimator that interprets as a
Royer, Martin
core

