Zobrazeno 1 - 10
of 261
pro vyhledávání: '"Kim-Chuan Toh"'
Publikováno v:
EURO Journal on Computational Optimization, Vol 5, Iss 1, Pp 87-117 (2017)
We consider a new hierarchy of semidefinite relaxations for the general polynomial optimization problem (P):f∗=min{f(x):x∈K} on a compact basic semi-algebraic set K⊂Rn. This hierarchy combines some advantages of the standard LP-relaxations asso
Externí odkaz:
https://doaj.org/article/f7a832f91ebf494a86d3f951e8a7e8fe
We consider a new hierarchy of semidefinite relaxations for the general polynomial optimization problem $(P):\:f^{\ast}=\min \{\,f(x):x\in K\,\}$ on a compact basic semi-algebraic set $K\subset\R^n$. This hierarchy combines some advantages of the sta
Externí odkaz:
http://arxiv.org/abs/1501.06126
Publikováno v:
SIAM Journal on Scientific Computing; 2024, Vol. 46 Issue 3, pA2025-A2046, 22p
Publikováno v:
Computational Optimization and Applications. 85:107-146
We introduce a class of specially structured linear programming (LP) problems, which has favorable modeling capability for important application problems in different areas such as optimal transport, discrete tomography and economics. To solve these
Externí odkaz:
https://explore.openaire.eu/search/publication?articleId=doi_dedup___::f76258f31ea46a5a6d1ecff2a13300f9
https://doi.org/10.1007/s10589-023-00459-2
https://doi.org/10.1007/s10589-023-00459-2
Publikováno v:
ACM Transactions on Mathematical Software. 48:1-27
In this article, we aim to solve high-dimensional convex quadratic programming (QP) problems with a large number of quadratic terms, linear equality, and inequality constraints. To solve the targeted QP problem to a desired accuracy efficiently, we c
Externí odkaz:
https://explore.openaire.eu/search/publication?articleId=doi_________::e726157488a38968080a8437718d4e31
https://doi.org/10.1145/3476571
https://doi.org/10.1145/3476571
Publikováno v:
Mathematics of Operations Research. 47:2219-2239
The doubly nonnegative (DNN) cone, being the set of all positive semidefinite matrices whose elements are nonnegative, is a popular approximation of the computationally intractable completely positive cone. The major difficulty for implementing a New
Externí odkaz:
https://explore.openaire.eu/search/publication?articleId=doi_dedup___::514bc65d72c889b48138a95cdb011a3d
https://doi.org/10.1287/moor.2021.1205
https://doi.org/10.1287/moor.2021.1205
Publikováno v:
SIAM Journal on Optimization. 32:1614-1641
Externí odkaz:
https://explore.openaire.eu/search/publication?articleId=doi_________::a3a122a144f150445747011d61546315
https://doi.org/10.1137/21m1443455
https://doi.org/10.1137/21m1443455
Autor:
Lei Yang, Kim-Chuan Toh
Publikováno v:
SIAM Journal on Optimization. 32:1523-1554
We study a general convex optimization problem, which covers various classic problems in different areas and particularly includes many optimal transport related problems arising in recent years. To solve this problem, we revisit the classic Bregman
Externí odkaz:
https://explore.openaire.eu/search/publication?articleId=doi_dedup___::4d396a3ff73107061041a8b3020e5612
https://doi.org/10.1137/20m1360748
https://doi.org/10.1137/20m1360748
Publikováno v:
Computational Optimization and Applications.
We design inexact proximal augmented Lagrangian based decomposition methods for convex composite programming problems with dual block-angular structures. Our methods are particularly well suited for convex quadratic programming problems arising from
Externí odkaz:
https://explore.openaire.eu/search/publication?articleId=doi_dedup___::50a28ed243a5c03fa679139cd86dbe62
https://doi.org/10.1007/s10589-023-00493-0
https://doi.org/10.1007/s10589-023-00493-0
Autor:
Tianyun Tang, Kim-Chuan Toh
Publikováno v:
Mathematical Programming.
Semidefinite programs are generally challenging to solve due to their high dimensionality. Burer and Monteiro developed a non-convex approach to solve linear SDP problems by applying its low rank property. Their approach is fast because they used fac
Externí odkaz:
https://explore.openaire.eu/search/publication?articleId=doi_dedup___::81f76074cb84c1ff9c11b747ef386d3b
https://doi.org/10.1007/s10107-023-01952-6
https://doi.org/10.1007/s10107-023-01952-6