Pages that link to "Item:Q1380927"
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The following pages link to On the complexity of approximating a KKT point of quadratic programming (Q1380927):
Displaying 22 items.
- A note on the complexity of \(L _{p }\) minimization (Q644905) (← links)
- A FPTAS for computing a symmetric leontief competitive economy equilibrium (Q662291) (← links)
- A generalization of the Karush-Kuhn-Tucker theorem for approximate solutions of mathematical programming problems based on quadratic approximation (Q722399) (← links)
- A new branch-and-cut algorithm for non-convex quadratic programming via alternative direction method and semidefinite relaxation (Q820743) (← links)
- Newton-KKT interior-point methods for indefinite quadratic programming (Q885826) (← links)
- A second-order optimality condition with first- and second-order complementarity associated with global convergence of algorithms (Q1639726) (← links)
- An improved algorithm for the \(L_2-L_p\) minimization problem (Q1683685) (← links)
- Folded concave penalized sparse linear regression: sparsity, statistical performance, and algorithmic theory for local solutions (Q1683689) (← links)
- New global algorithms for quadratic programming with a few negative eigenvalues based on alternative direction method and convex relaxation (Q1741128) (← links)
- Sample average approximation with sparsity-inducing penalty for high-dimensional stochastic programming (Q2330643) (← links)
- Optimality condition and complexity analysis for linearly-constrained optimization without differentiability on the boundary (Q2330649) (← links)
- Some theoretical limitations of second-order algorithms for smooth constrained optimization (Q2417153) (← links)
- Complexity analysis of interior point algorithms for non-Lipschitz and nonconvex minimization (Q2515043) (← links)
- Linear-step solvability of some folded concave and singly-parametric sparse optimization problems (Q2693645) (← links)
- An L p Norm Relaxation Approach to Positive Influence Maximization in Social Network under the Deterministic Linear Threshold Model (Q2938023) (← links)
- Accelerated Methods for NonConvex Optimization (Q4571877) (← links)
- High-Dimensional Learning Under Approximate Sparsity with Applications to Nonsmooth Estimation and Regularized Neural Networks (Q5060495) (← links)
- A New Global Optimization Scheme for Quadratic Programs with Low-Rank Nonconvexity (Q5084603) (← links)
- Copositive Relaxation Beats Lagrangian Dual Bounds in Quadratically and Linearly Constrained Quadratic Optimization Problems (Q5501200) (← links)
- A new global algorithm for factor-risk-constrained mean-variance portfolio selection (Q6064034) (← links)
- Effective algorithms for optimal portfolio deleveraging problem with cross impact (Q6178391) (← links)
- Quasi-orthogonalization for alternating non-negative tensor factorization (Q6572627) (← links)
