Keyword: programming: quadratic

Found 433 papers in total
Solution of the Train Platforming Problem
Solution of the Train Platforming Problem
2011,
In this paper we study a general formulation of the train platforming problem, which...
Scheduling admissions and reducing variability in bed demand
Scheduling admissions and reducing variability in bed demand
2011,
Variability in admissions and lengths of stay inherently leads to variability in bed...
The Wiener maximum quadratic assignment problem
The Wiener maximum quadratic assignment problem
2011,
We investigate a special case of the maximum quadratic assignment problem where one...
Sensitivity analysis and calibration of the covariance matrix for stable portfolio selection
Sensitivity analysis and calibration of the covariance matrix for stable portfolio selection
2011,
We recommend an implementation of the Markowitz problem to generate stable portfolios...
A robust implementation of a sequential quadratic programming algorithm with successive error restoration
A robust implementation of a sequential quadratic programming algorithm with successive error restoration
2011,
We consider sequential quadratic programming methods for solving constrained nonlinear...
Globally optimal clusterwise regression by mixed logical‐quadratic programming
Globally optimal clusterwise regression by mixed logical‐quadratic programming
2011,
Exact global optimization of the clusterwise regression problem is challenging and...
Support Vector Machines with the Ramp Loss and the Hard Margin Loss
Support Vector Machines with the Ramp Loss and the Hard Margin Loss
2011,
In the interest of deriving classifiers that are robust to outlier observations, we...
Developing a WPF‐CCR model for selecting suppliers in the presence of stochastic data
Developing a WPF‐CCR model for selecting suppliers in the presence of stochastic data
2011,
In recent years, determining an appropriate supplier has become a crucial strategic...
A note on ‘A new local and global optimization method for mixed integer quadratic programming problems’ by G.Q. Li et al
A note on ‘A new local and global optimization method for mixed integer quadratic programming problems’ by G.Q. Li et al
2011,
In this comment, we preset a minor mistake in typing which is made in ‘A new...
An efficient combined DCA and B&B using DC/SDP relaxation for globally solving binary quadratic programs
An efficient combined DCA and B&B using DC/SDP relaxation for globally solving binary quadratic programs
2010,
This paper addresses a new continuous approach based on the DC (Difference of Convex...
Linear and quadratic programming approaches for the general graph partitioning problem
Linear and quadratic programming approaches for the general graph partitioning problem
2010,
The graph partitioning problem is to partition the vertex set of a graph into a number...
Quadratic programming formulations for classification and regression
Quadratic programming formulations for classification and regression
2009,
We reformulate the support vector machine approach to classification and regression...
Separable relaxation for nonconvex quadratic integer programming: Integer diagonalization approach
Separable relaxation for nonconvex quadratic integer programming: Integer diagonalization approach
2010,
We present in this paper an integer diagonalization approach for deriving new lower...
A relaxation algorithm with a probabilistic guarantee for robust deviation optimization
A relaxation algorithm with a probabilistic guarantee for robust deviation optimization
2010,
Three measures of robustness (absolute robustness, deviation robustness and relative...
Sequential quadratic programming and analytic hierarchy process for nonlinear multiobjective optimization of a hydropower network
Sequential quadratic programming and analytic hierarchy process for nonlinear multiobjective optimization of a hydropower network
2010,
In this paper, an optimal annual scheduling for power generation (i.e. rule...
Bi‐criteria optimal control of redundant robot manipulators using LVI‐based primal‐dual neural network
Bi‐criteria optimal control of redundant robot manipulators using LVI‐based primal‐dual neural network
2010,
In this paper, a bi‐criteria weighting scheme is proposed for the optimal...
A simpler characterization of a spectral lower bound on the clique number
A simpler characterization of a spectral lower bound on the clique number
2010,
Given a simple, undirected graph G , Budinich (2003) proposed a lower bound on the...
Exact algorithms for the quadratic linear ordering problem
Exact algorithms for the quadratic linear ordering problem
2010,
The quadratic linear ordering problem naturally generalizes various optimization...
An inexact stochastic quadratic programming method for municipal solid waste management
An inexact stochastic quadratic programming method for municipal solid waste management
2008,
The existences of nonlinearities and uncertainties are the main complexities that...
Interval-parameter robust quadratic programming for water quality management under uncertainty
Interval-parameter robust quadratic programming for water quality management under uncertainty
2008,
Effective planning of water quality management is important for facilitating...
Properties of equation reformulation of the Karush–Kuhn–Tucker condition for nonlinear second order cone optimization problems
Properties of equation reformulation of the Karush–Kuhn–Tucker condition for nonlinear second order cone optimization problems
2009,
We give an equation reformulation of the Karush–Kuhn–Tucker (KKT)...
Complex Matrix Decomposition and Quadratic Programming
Complex Matrix Decomposition and Quadratic Programming
2007,
This paper studies the possibilities of the linear matrix inequality characterization...
Linearization of 0-1 multi-quadratic fractional programming problem
Linearization of 0-1 multi-quadratic fractional programming problem
2009,
The considered problem in this paper is a 0-1 Multi-Quadratic Fractional Programming...
Risk preference modeling with conditional average: an application to portfolio optimization
Risk preference modeling with conditional average: an application to portfolio optimization
2009,
The paper introduces a new risk measure called Conditional Average (CAVG), which was...
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