The following pages link to Second-order cone programming (Q1411628):
Displaying 50 items.
- Simplex QP-based methods for minimizing a conic quadratic objective over polyhedra (Q2281450) (← links)
- A binarisation heuristic for non-convex quadratic programming with box constraints (Q2294229) (← links)
- Minimal conic quadratic reformulations and an optimization model (Q2294364) (← links)
- Feature uncertainty bounds for explicit feature maps and large robust nonlinear SVM classifiers (Q2294606) (← links)
- Second-order variational analysis in second-order cone programming (Q2297642) (← links)
- Conic relaxation approaches for equal deployment problems (Q2297663) (← links)
- Solution methods for a min-max facility location problem with regional customers considering closest Euclidean distances (Q2301150) (← links)
- The decompositions with respect to two core non-symmetric cones (Q2301185) (← links)
- Profit-based churn prediction based on minimax probability machines (Q2301965) (← links)
- Advances in the simulation of viscoplastic fluid flows using interior-point methods (Q2310212) (← links)
- A new complementarity function and applications in stochastic second-order cone complementarity problems (Q2314060) (← links)
- An efficient numerical method for the symmetric positive definite second-order cone linear complementarity problem (Q2316190) (← links)
- A smoothing method with appropriate parameter control based on Fischer-Burmeister function for second-order cone complementarity problems (Q2319164) (← links)
- The Jacobian consistency of a one-parametric class of smoothing functions for SOCCP (Q2319316) (← links)
- A heterogeneous fleet liner ship scheduling problem with port time uncertainty (Q2323439) (← links)
- Robust newsvendor problems: effect of discrete demands (Q2327693) (← links)
- New constraint qualifications and optimality conditions for second order cone programs (Q2328203) (← links)
- An active-set strategy to solve Markov decision processes with good-deal risk measure (Q2329646) (← links)
- Multi-facility green Weber problem (Q2333139) (← links)
- Distributionally robust joint chance constrained problem under moment uncertainty (Q2336465) (← links)
- Sparse signal recovery for direction-of-arrival estimation based on source signal subspace (Q2336510) (← links)
- Symmetry-exploiting cuts for a class of mixed-\(0/1\) second-order cone programs (Q2339823) (← links)
- Solving second-order conic systems with variable precision (Q2340331) (← links)
- Analysis of smoothing-type algorithms for the convex second-order cone programming (Q2346492) (← links)
- A new method for solving second-order cone eigenvalue complementarity problems (Q2347575) (← links)
- Approximate cone factorizations and lifts of polytopes (Q2349138) (← links)
- Second order sufficient conditions for a class of bilevel programs with lower level second-order cone programming problem (Q2351272) (← links)
- Primal-dual interior-point algorithms for convex quadratic circular cone optimization (Q2353476) (← links)
- Active allocation of systematic risk and control of risk sensitivity in portfolio optimization (Q2355106) (← links)
- On \(p\)-norm linear discrimination (Q2356201) (← links)
- Monotonicity and circular cone monotonicity associated with circular cones (Q2359137) (← links)
- Some P-properties of the quadratic representations and automorphism invariance in Euclidean Jordan algebras (Q2361401) (← links)
- An infeasible interior-point algorithm for linear optimization over Cartesian symmetric cones (Q2361596) (← links)
- A predictor-corrector smoothing method for second-order cone programming (Q2380858) (← links)
- Two unconstrained optimization approaches for the Euclidean \(\kappa \)-centrum location problem (Q2383649) (← links)
- A Newton's method for perturbed second-order cone programs (Q2385540) (← links)
- Application of the sequential parametric convex approximation method to the design of robust trusses (Q2397438) (← links)
- Computation algorithm for convex semi-infinite program with second-order cones: special analyses for affine and quadratic case (Q2399192) (← links)
- Adjusted robust mean-value-at-risk model: less conservative robust portfolios (Q2401246) (← links)
- The models of bilevel programming with lower level second-order cone programs (Q2405621) (← links)
- A multiplicative weight updates algorithm for packing and covering semi-infinite linear programs (Q2414864) (← links)
- Proximal gradient methods for multiobjective optimization and their applications (Q2419509) (← links)
- A primal-dual interior-point method based on various selections of displacement step for symmetric optimization (Q2419510) (← links)
- An infeasible interior-point algorithm for stochastic second-order cone optimization (Q2420786) (← links)
- Mathematical programs with second-order cone complementarity constraints: strong stationarity and approximation method (Q2420796) (← links)
- On a box-constrained linear symmetric cone optimization problem (Q2420823) (← links)
- Optimal robust insurance with a finite uncertainty set (Q2421397) (← links)
- A variant of the affine-scaling method for a second-order cone program (Q2424199) (← links)
- On vector and matrix median computation (Q2428135) (← links)
- Geometry of total variation regularized \(L^p\)-model (Q2428136) (← links)
