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

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 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

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

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

Local Linear Convergence of the Alternating Direction Method of Multipliers on Quadratic or Linear Programs

JOURNAL ARTICLE published January 2013 in SIAM Journal on Optimization

Authors: Daniel Boley

Quadratic Convergence of a Nonsmooth Newton-Type Method for Semidefinite Programs Without Strict Complementarity

JOURNAL ARTICLE published January 2005 in SIAM Journal on Optimization

Authors: Christian Kanzow | Christian Nagel

Iterative Methods for Large Convex Quadratic Programs: A Survey

JOURNAL ARTICLE published March 1987 in SIAM Journal on Control and Optimization

Authors: Y. Y. Lin | J.-S. Pang

An Iterative Rank Penalty Method for Nonconvex Quadratically Constrained Quadratic Programs

JOURNAL ARTICLE published January 2019 in SIAM Journal on Control and Optimization

Research funded by National Science Foundation (ECCS-1815930)

Authors: Chuangchuang Sun | Ran Dai

Robust Solutions of Uncertain Quadratic and Conic-Quadratic Problems

JOURNAL ARTICLE published January 2002 in SIAM Journal on Optimization

Authors: A. Ben-Tal | A. Nemirovski | C. Roos

The Analytic Center Quadratic Cut Method for Strongly Monotone Variational Inequality Problems

JOURNAL ARTICLE published January 2000 in SIAM Journal on Optimization

Authors: Hans-Jakob Lüthi | Benno Büeler

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 Dual Method for Quadratic Programs with Quadratic Constraints

JOURNAL ARTICLE published May 1975 in SIAM Journal on Applied Mathematics

Authors: J. G. Ecker | R. D. Niemi

Stochastic Linear Quadratic Regulators with Indefinite Control Weight Costs. II

JOURNAL ARTICLE published January 2000 in SIAM Journal on Control and Optimization

Authors: Shuping Chen | Xun Yu Zhou

Some Strongly Polynomially Solvable Convex Quadratic Programs with Bounded Variables

JOURNAL ARTICLE published 30 June 2023 in SIAM Journal on Optimization

Research funded by Air Force Office of Scientific Research (FA9550-18-1-0382)

Authors: Jong-Shi Pang | Shaoning Han

Complexity of a Quadratic Penalty Accelerated Inexact Proximal Point Method for Solving Linearly Constrained Nonconvex Composite Programs

JOURNAL ARTICLE published January 2019 in SIAM Journal on Optimization

Research funded by Office of Naval Research (N00014-18-1-2077) | Conselho Nacional de Desenvolvimento Científico e Tecnológico (406250/2013-8,444134/2014-0,406975/2016-7) | Conselho Nacional de Desenvolvimento Científico e Tecnológico (406250/2013-8) | National Science Foundation (CMMI-1300221)

Authors: Weiwei Kong | Jefferson G. Melo | Renato D. C. Monteiro

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

Semidefinite Approximation for Mixed Binary Quadratically Constrained Quadratic Programs

JOURNAL ARTICLE published January 2014 in SIAM Journal on Optimization

Authors: Zi Xu | Mingyi Hong | Zhi-Quan Luo

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