Pages that link to "Item:Q146795"
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The following pages link to Solving semidefinite-quadratic-linear programs using SDPT3 (Q146795):
Displaying 50 items.
- On verified numerical computations in convex programming (Q849186) (← links)
- A matrix generation approach for eigenvalue optimization (Q868452) (← links)
- Behavioral measures and their correlation with IPM iteration counts on semi-definite programming problems (Q868472) (← links)
- Solving Hankel matrix approximation problem using semidefinite programming (Q875374) (← links)
- A linear-quadratic optimal control problem for mean-field stochastic differential equations in infinite horizon (Q888784) (← links)
- AAR-based decomposition algorithm for non-linear convex optimisation (Q902092) (← links)
- A distributed controller approach for delay-independent stability of networked control systems (Q963774) (← links)
- Semi-definite programming techniques for structured quadratic inverse eigenvalue problems (Q964207) (← links)
- Bandgap optimization of two-dimensional photonic crystals using semidefinite programming and subspace methods (Q969443) (← links)
- A parallel interior point decomposition algorithm for block angular semidefinite programs (Q969720) (← links)
- Semidefinite programming for approximate maximum likelihood sinusoidal parameter estimation (Q983740) (← links)
- A method for computing lowest eigenvalues of symmetric polynomial differential operators by semidefinite programming (Q984697) (← links)
- Encoding dissimilarity data for statistical model building (Q993793) (← links)
- Accurate time delay estimation based passive localization (Q1032357) (← links)
- On filter-successive linearization methods for nonlinear semidefinite programming (Q1047869) (← links)
- Robust truss topology optimization via semidefinite programming with complementarity constraints: a difference-of-convex programming approach (Q1616936) (← links)
- Infeasible interior-point method for symmetric optimization using a positive-asymptotic barrier (Q1616941) (← links)
- Sparse-BSOS: a bounded degree SOS hierarchy for large scale polynomial optimization with sparsity (Q1646680) (← links)
- Homogeneity detection for the high-dimensional generalized linear model (Q1658352) (← links)
- On constrained estimation of graphical time series models (Q1662855) (← links)
- An alternating direction method for convex quadratic second-order cone programming with bounded constraints (Q1665536) (← links)
- Optimizing area under the ROC curve using semi-supervised learning (Q1677038) (← links)
- Sparsity enabled cluster reduced-order models for control (Q1683852) (← links)
- A semi-analytical approach for the positive semidefinite Procrustes problem (Q1688909) (← links)
- Exact simultaneous recovery of locations and structure from known orientations and corrupted point correspondences (Q1704899) (← links)
- A new nonconvex approach to low-rank matrix completion with application to image inpainting (Q1710943) (← links)
- Proximal alternating direction method with relaxed proximal parameters for the least squares covariance adjustment problem (Q1724494) (← links)
- Accelerated proximal gradient method for elastoplastic analysis with von Mises yield criterion (Q1742869) (← links)
- Bounding averages rigorously using semidefinite programming: mean moments of the Lorenz system (Q1744121) (← links)
- A linear complementarity based characterization of the weighted independence number and the independent domination number in graphs (Q1752600) (← links)
- The Russell measure model: computational aspects, duality, and profit efficiency (Q1754336) (← links)
- Equivalences and differences in conic relaxations of combinatorial quadratic optimization problems (Q1756793) (← links)
- Robust hedging strategies (Q1761191) (← links)
- Efficient algorithms for the smallest enclosing ball problem (Q1774576) (← links)
- Product-form Cholesky factorization in interior point methods for second-order cone programming (Q1777219) (← links)
- Alternating direction method of multipliers for truss topology optimization with limited number of nodes: a cardinality-constrained second-order cone programming approach (Q1787322) (← links)
- Computational methods for elastoplasticity: an overview of conventional and \textit{less-conventional} approaches (Q1787380) (← links)
- Solving analysis problem with input and output disturbances (Q1792599) (← links)
- Efficient semidefinite branch-and-cut for MAP-MRF inference (Q1800052) (← links)
- International portfolio management with affine policies (Q1927003) (← links)
- Enclosing ellipsoids and elliptic cylinders of semialgebraic sets and their application to error bounds in polynomial optimization (Q1949261) (← links)
- An extended sequential quadratically constrained quadratic programming algorithm for nonlinear, semidefinite, and second-order cone programming (Q1949595) (← links)
- An efficient approach to solve the large-scale semidefinite programming problems (Q1955162) (← links)
- Splitting and linearizing augmented Lagrangian algorithm for subspace recovery from corrupted observations (Q1955536) (← links)
- Generating and measuring instances of hard semidefinite programs (Q1960189) (← links)
- Return-mapping algorithms for associative isotropic hardening plasticity using conic optimization (Q1988893) (← links)
- Feedback design for linear control systems with input and output disturbances: a robust formulation (Q1992279) (← links)
- A proximal fully parallel splitting method for stable principal component pursuit (Q1993345) (← links)
- Robust tracking error portfolio selection with worst-case downside risk measures (Q1994379) (← links)
- On the conditions for the finite termination of ADMM and its applications to SOS polynomials feasibility problems (Q2007822) (← links)
