DC decomposition based branch-and-bound algorithms for box-constrained quadratic programs

JOURNAL ARTICLE published July 2018 in Optimization Letters

Research funded by National Natural Science Foundation of China (11701177,11501543) | Fundamental Research Funds for the Central Universities (2017MS058) | University of Chinese Academy of Sciences (Y551037Y00)

Authors: Cheng Lu | Zhibin Deng

Best Lipschitz Constants of Solutions of Quadratic Programs

JOURNAL ARTICLE published September 2016 in Journal of Optimization Theory and Applications

Research funded by Romanian National Authority for Scientific Research (PN-II-ID-PCE-2011-3-0861)

Authors: Lucian Coroianu

A New Algorithm for Solving Strictly Convex Quadratic Programs

JOURNAL ARTICLE published August 1997 in SIAM Journal on Optimization

Authors: Wu Li | John Swetits

A Discrete-Time Lagrangian Network for Solving Constrained Quadratic Programs

JOURNAL ARTICLE published August 2000 in International Journal of Neural Systems

Authors: W Tang

An inexact lagrange-newton method for stochastic quadratic programs with recourse

JOURNAL ARTICLE published June 2004 in Applied Mathematics-A Journal of Chinese Universities

Authors: Zhou Changyin | He Guoping

Linear Quadratic Stochastic Control Problems with Stochastic Terminal Constraint

JOURNAL ARTICLE published January 2018 in SIAM Journal on Control and Optimization

Authors: Peter Bank | Moritz Voß

Implementation of linear and quadratic discriminant analysis incorporating costs of misclassification

JOURNAL ARTICLE published January 1996 in Computer Methods and Programs in Biomedicine

Authors: Ulrich Grouven | Felix Bergel | Arthur Schultz

Stochastic linear quadratic control problems with applications to insurance

DISSERTATION published

Authors: Αθανάσιος Παντελούς

Optimization with equilibrium constraints: A piecewise SQP approach; Sequential quadratic programming: Interior point methods for distributed optimal control problems; Successive quadratic programming; Successive quadratic programming: Applications in distillation systems; Successive quadratic programming: Applications in the process industry; Successive quadratic programming: Decomposition methods; Successive quadratic programming: Full space methods; Successive quadratic programming: Solution by active sets and interior point methodsOptimization with equilibrium constraints: A piecewise SQP approach; Sequential quadratic programming: Interior point methods for distributed optimal control problems; Successive quadratic programming; Successive quadratic programming: Applications in distillation systems; Successive quadratic programming: Applications in the process industry; Successive quadratic programming: Decomposition methods; Successive quadratic programming: Full space methods; Successive quadratic programming: Solution by active sets and interior point methodsFEASIBLE SEQUENTIAL QUADRATIC PROGRAMMING

BOOK CHAPTER published 2001 in Encyclopedia of Optimization

Authors: L. Tits André

Exact semidefinite formulations for a class of (random and non-random) nonconvex quadratic programs

JOURNAL ARTICLE published May 2020 in Mathematical Programming

Authors: Samuel Burer | Yinyu Ye

Equilibrium Controls in Time Inconsistent Stochastic Linear Quadratic Problems

JOURNAL ARTICLE published April 2020 in Applied Mathematics & Optimization

Authors: Tianxiao Wang

An Effective Global Optimization Algorithm for Quadratic Programs with Quadratic Constraints

JOURNAL ARTICLE published 22 March 2019 in Symmetry

Research funded by Science and Technology Project of Henan Province (182102310941)

Authors: Dongwei Shi | Jingben Yin | Chunyang Bai

Continuity and stability of fully random two-stage stochastic programs with mixed-integer recourse

JOURNAL ARTICLE published June 2014 in Optimization Letters

Authors: Zhiping Chen | Feng Zhang

The Sequential Quadratic Hamiltonian Method

BOOK CHAPTER published 30 March 2023 in The Sequential Quadratic Hamiltonian Method

Authors: Alfio Borzì

Stochastic Linear-Quadratic Optimal Control Problems with Random Coefficients and Markovian Regime Switching System

JOURNAL ARTICLE published 30 April 2023 in SIAM Journal on Control and Optimization

Research funded by National Key Research and Development Program of China (2022YFA1006102) | National Natural Science Foundation of China (12101291) | Guangdong Basic and Applied Basic Research Foundation (2022A1515012017) | Research Grants Council, University Grants Committee (15215319,15216720,15221621) | National Key Research and Development Program of China (2022YFA1006102) | National Natural Science Foundation of China (11831010) | National Natural Science Foundation of China (12171086) | Southern University of Science and Technology (Y01286120) | Fundamental Research Funds for the Central Universities (2242021R41082)

Authors: Jiaqiang Wen | Xun Li | Jie Xiong | Xin Zhang

Infinite Horizon Forward-Backward SDEs and Open-Loop Optimal Controls for Stochastic Linear-Quadratic Problems with Random Coefficients

JOURNAL ARTICLE published January 2021 in SIAM Journal on Control and Optimization

Research funded by Department of Science and Technology of Jilin Province (20190103026JH) | National Natural Science Foundation of China (11871310,11971099)

Authors: Qingmeng Wei | Zhiyong Yu

On the set-semidefinite representation of nonconvex quadratic programs over arbitrary feasible sets

JOURNAL ARTICLE published August 2013 in Optimization Letters

Authors: Gabriele Eichfelder | Janez Povh

Linear Quadratic Optimal Stochastic Control with Random Coefficients

JOURNAL ARTICLE published May 1976 in SIAM Journal on Control and Optimization

Authors: Jean-Michel Bismut

A note on set-semidefinite relaxations of nonconvex quadratic programs

JOURNAL ARTICLE published December 2013 in Journal of Global Optimization

Authors: Faizan Ahmed | Georg Still

Error Bounds for Piecewise Convex Quadratic Programs and Applications

JOURNAL ARTICLE published September 1995 in SIAM Journal on Control and Optimization

Authors: Wu Li