Keyword: programming: quadratic

Found 433 papers in total
Partially observed linear quadratic control problem with delay via backward separation method
Partially observed linear quadratic control problem with delay via backward separation method
2017,
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
Robust singular optimization for linear time varying systems by integral high-order sliding mode
2017,
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
Jump linear quadratic Gaussian problem for a class of nonhomogeneous Markov jump linear systems
2017,
This paper concerns with the jump linear quadratic Gaussian problem for a class of...
Interval convex quadratic programming problems in a general form
Interval convex quadratic programming problems in a general form
2017,
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
A comparison of reduced and unreduced KKT systems arising from interior point methods
2017,
We address the iterative solution of KKT systems arising in the solution of convex...
Quadratic unconstrained binary optimization problem preprocessing: Theory and empirical analysis
Quadratic unconstrained binary optimization problem preprocessing: Theory and empirical analysis
2017,
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
A Graphics Processing Unit Algorithm to Solve the Quadratic Assignment Problem Using Level-2 Reformulation-Linearization Technique
2017,
The quadratic assignment problem (QAP) is a combinatorial optimization problem that...
Redesigning Benders Decomposition for Large-Scale Facility Location
Redesigning Benders Decomposition for Large-Scale Facility Location
2017,
The uncapacitated facility location (UFL) problem is one of the most famous and most...
Dynamic portfolio choice: a simulation-and-regression approach
Dynamic portfolio choice: a simulation-and-regression approach
2017,
Simulation‐and‐regression algorithms have become a standard tool for...
A hybrid heuristic technique for optimal coordination in intermodal logistics scheduling
A hybrid heuristic technique for optimal coordination in intermodal logistics scheduling
2017,
This paper specifies a mixed integer nonlinear programming problem (MINLP)...
Solving cardinality constrained mean-variance portfolio problems via MILP
Solving cardinality constrained mean-variance portfolio problems via MILP
2017,
Controlling the number of active assets (cardinality of the portfolio) in a...
Linear transformation based solution methods for non-convex mixed integer quadratic programs
Linear transformation based solution methods for non-convex mixed integer quadratic programs
2017,
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
Integrated marketing and operational decisions in remanufacturing of end-of-life products: model and hybrid solution algorithms
2017,
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
Using a Conic Bundle Method to Accelerate Both Phases of a Quadratic Convex Reformulation
2017,
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
Design of a wind farm collection network when several cable types are available
2017,
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
A note on heuristic approach based on UBQP formulation of the maximum diversity problem
2017,
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
Quadratic estimation problem in discrete-time stochastic systems with random parameter matrices
2016,
This paper addresses the least‐squares quadratic filtering problem in...
Adaptive Execution: Exploration and Learning of Price Impact
Adaptive Execution: Exploration and Learning of Price Impact
2015,
We consider a model in which a trader aims to maximize expected risk‐adjusted...
Oracle-Based Robust Optimization via Online Learning
Oracle-Based Robust Optimization via Online Learning
2015,
Robust optimization is a common optimization framework under uncertainty when problem...
On the update of constraint preconditioners for regularized KKT systems
On the update of constraint preconditioners for regularized KKT systems
2016,
We address the problem of preconditioning sequences of regularized KKT systems, such...
Error Bounds Via Exact Penalization with Applications to Concave and Quadratic Systems
Error Bounds Via Exact Penalization with Applications to Concave and Quadratic Systems
2016,
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
A superlinear convergence feasible sequential quadratic programming algorithm for bipedal dynamic walking robot via discrete mechanics and optimal control
2016,
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
Solution of Monotone Complementarity and General Convex Programming Problems Using a Modified Potential Reduction Interior Point Method
2017,
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
Linear quadratic optimal sampled data control of linear systems with unknown switched modes and stochastic disturbances
2016,
It is nontrivial to control a dynamic system that is switched consistently with a...
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