Keyword: programming: quadratic
Partially observed linear quadratic control problem with delay via backward separation method
In this paper, we study a partially observed linear quadratic optimal control problem...
Robust singular optimization for linear time varying systems by integral high-order sliding mode
This paper presents an approach to solve a singular quadratic optimization problem for...
Jump linear quadratic Gaussian problem for a class of nonhomogeneous Markov jump linear systems
This paper concerns with the jump linear quadratic Gaussian problem for a class of...
Interval convex quadratic programming problems in a general form
This paper addresses the problem of computing the minimal and the maximal optimal...
A comparison of reduced and unreduced KKT systems arising from interior point methods
We address the iterative solution of KKT systems arising in the solution of convex...
Quadratic unconstrained binary optimization problem preprocessing: Theory and empirical analysis
The Quadratic Unconstrained Binary Optimization problem (QUBO) has become a unifying...
A Graphics Processing Unit Algorithm to Solve the Quadratic Assignment Problem Using Level-2 Reformulation-Linearization Technique
Pessoa Artur Alves
The quadratic assignment problem (QAP) is a combinatorial optimization problem that...
Redesigning Benders Decomposition for Large-Scale Facility Location
The uncapacitated facility location (UFL) problem is one of the most famous and most...
Dynamic portfolio choice: a simulation-and-regression approach
Simulation‐and‐regression algorithms have become a standard tool for...
A hybrid heuristic technique for optimal coordination in intermodal logistics scheduling
This paper specifies a mixed integer nonlinear programming problem (MINLP)...
Solving cardinality constrained mean-variance portfolio problems via MILP
Controlling the number of active assets (cardinality of the portfolio) in a...
Linear transformation based solution methods for non-convex mixed integer quadratic programs
Two preprocessing techniques for mixed integer quadratic programs with...
Integrated marketing and operational decisions in remanufacturing of end-of-life products: model and hybrid solution algorithms
Remanufacturing is the ultimate form of product recovery with substantial economic and...
Using a Conic Bundle Method to Accelerate Both Phases of a Quadratic Convex Reformulation
We present algorithm MIQCR‐CB that is an advancement of MIQCR. MIQCR is a...
Design of a wind farm collection network when several cable types are available
In this article we consider a real‐world problem submitted to us by the Hatch...
A note on heuristic approach based on UBQP formulation of the maximum diversity problem
The maximum diversity problem (MDP) is a challenging NP‐hard problem with a...
Quadratic estimation problem in discrete-time stochastic systems with random parameter matrices
This paper addresses the least‐squares quadratic filtering problem in...
Adaptive Execution: Exploration and Learning of Price Impact
Van Roy Benjamin
We consider a model in which a trader aims to maximize expected risk‐adjusted...
Oracle-Based Robust Optimization via Online Learning
Robust optimization is a common optimization framework under uncertainty when problem...
On the update of constraint preconditioners for regularized KKT systems
We address the problem of preconditioning sequences of regularized KKT systems, such...
Error Bounds Via Exact Penalization with Applications to Concave and Quadratic Systems
Pham Dinh Tao
In this paper, we deal with the error bounds for inequality systems and the exact...
A superlinear convergence feasible sequential quadratic programming algorithm for bipedal dynamic walking robot via discrete mechanics and optimal control
For periodic gait optimization problem of the bipedal walking robot, a class of global...
Solution of Monotone Complementarity and General Convex Programming Problems Using a Modified Potential Reduction Interior Point Method
We present a homogeneous algorithm equipped with a modified potential function for the...
Linear quadratic optimal sampled data control of linear systems with unknown switched modes and stochastic disturbances
It is nontrivial to control a dynamic system that is switched consistently with a...
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