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Random test problems and parallel methods for quadratic programs and quadratic stochastic programs

JOURNAL ARTICLE published January 2000 in Optimization Methods and Software

Authors: Xiaojun Chen | Robert S. Womrsley

Continuity of parametric mixed-integer quadratic programs and its application to stability analysis of two-stage quadratic stochastic programs with mixed-integer recourse

JOURNAL ARTICLE published 2 September 2015 in Optimization

Authors: Youpan Han | Zhiping Chen

Bounds for Random Binary Quadratic Programs

JOURNAL ARTICLE published January 2018 in SIAM Journal on Optimization

Research funded by Ministry of Education - Singapore (MOE2013-T2-2-168) | Singapore University of Technology and Design (IDG31300105)

Authors: Karthik Natarajan | Dongjian Shi | Kim-Chuan Toh

Positive definite separable quadratic programs for non-convex problems

JOURNAL ARTICLE published December 2012 in Structural and Multidisciplinary Optimization

Authors: Albert A. Groenwold

Linear transformation based solution methods for non-convex mixed integer quadratic programs

JOURNAL ARTICLE published June 2017 in Optimization Letters

Authors: Eric Newby | M. M. Ali

Reduction of indefinite quadratic programs to bilinear programs

JOURNAL ARTICLE published 1992 in Journal of Global Optimization

Authors: Pierre Hansen | Brigitte Jaumard

Differentiable Piecewise Quadratic Exact Penalty Functions for Quadratic Programs with Simple Bound Constraints

JOURNAL ARTICLE published May 1996 in SIAM Journal on Optimization

Authors: Wu Li

On the reformulation of topology optimization problems as linear or convex quadratic mixed 0–1 programs

JOURNAL ARTICLE published 25 May 2007 in Optimization and Engineering

Authors: M. Stolpe

A compact variant of the QCR method for quadratically constrained quadratic 0–1 programs

JOURNAL ARTICLE published April 2014 in Optimization Letters

Authors: Laura Galli | Adam N. Letchford

A simultaneous diagonalization based SOCP relaxation for convex quadratic programs with linear complementarity constraints

JOURNAL ARTICLE published October 2019 in Optimization Letters

Research funded by National Natural Science Foundation of China (11701512) | Zhejiang Provincial Natural Science Foundation of China (LQ16A010010) | National Natural Science Foundation of China (11647081) | Zhejiang Provincial Natural Science Foundation of China (LQ15A040003) | National Natural Science Foundation of China (11704336)

Authors: Jing Zhou | Zhijun Xu

Stochastic Linear Quadratic Optimal Control Problems

JOURNAL ARTICLE published January 2001 in Applied Mathematics & Optimization

Authors: S. Chen | J. Yong

An efficient compact quadratic convex reformulation for general integer quadratic programs

JOURNAL ARTICLE published January 2013 in Computational Optimization and Applications

Authors: Alain Billionnet | Sourour Elloumi | Amélie Lambert

On Some Properties of Quadratic Programs with a Convex Quadratic Constraint

JOURNAL ARTICLE published February 1998 in SIAM Journal on Optimization

Authors: Stefano Lucidi | Laura Palagi | Massimo Roma

On a primal-dual Newton proximal method for convex quadratic programs

JOURNAL ARTICLE published March 2022 in Computational Optimization and Applications

Authors: Alberto De Marchi

A Lagrangian decomposition approach to computing feasible solutions for quadratic binary programs

JOURNAL ARTICLE published January 2018 in Optimization Letters

Research funded by Air Force Office of Scientific Research (FA9550-08-1-0268)

Authors: Wei-An Chen | Zhen Zhu | Nan Kong

A Polynomial-Time Solution Scheme for Quadratic Stochastic Programs

JOURNAL ARTICLE published August 2013 in Journal of Optimization Theory and Applications

Authors: Paula Rocha | Daniel Kuhn

Decomposition Methods for Solving Nonconvex Quadratic Programs via Branch and Bound*

JOURNAL ARTICLE published November 2005 in Journal of Global Optimization

Authors: Riccardo Cambini | Claudio Sodini

Applying a Newton Method to Strictly Convex Separable Network Quadratic Programs

JOURNAL ARTICLE published August 1998 in SIAM Journal on Optimization

Authors: J. Sun | H. Kuo

Strong Duality for General Quadratic Programs with Quadratic Equality Constraints

JOURNAL ARTICLE published October 2022 in Journal of Optimization Theory and Applications

Authors: Duy-Van Nguyen

General Linear Quadratic Optimal Stochastic Control Problems with Random Coefficients: Linear Stochastic Hamilton Systems and Backward Stochastic Riccati Equations

JOURNAL ARTICLE published January 2003 in SIAM Journal on Control and Optimization

Authors: Shanjian Tang