
SDPT3
 Referenced in 597 articles
[sw04009]
 semideﬁnite cones are calculated via the Lanczos method. Numerical experiments show that this general purpose ... least 10−6 in relative duality gap and infeasibilities...

Biq Mac
 Referenced in 67 articles
[sw10532]
 bundle method as bounding procedure. This approach uses Lagrangian duality to obtain a “nearly optimal ... compare the numerical results with our method. We also extend our experiments to instances...

rlsm
 Referenced in 1 article
[sw22733]
 implementation of the least squares Monte Carlo method in the rlsm package. This package provides ... true value function via duality methods...

DualityGapAnalyzer
 Referenced in 2 articles
[sw31149]
 propose a geometric method for the analysis of duality relations in a pair of semi ... infinite linear programs (SILPs). The method is based on the use of the conic hull ... relation between the presence of a duality gap and the nonclosedness of the boundary...

sbw
 Referenced in 8 articles
[sw21948]
 weighting method is based on a welldefined convex optimization problem, duality theory provides insight ... variance of the weights? Also, the weighting method runs in polynomial time so relatively large...

QPBOX
 Referenced in 6 articles
[sw04799]
 dual problem is derived using Lagrange duality. The dual problem is the minimization ... extensive testing and comparison with other methods for constrained QP are given...

MIQCRCB
 Referenced in 3 articles
[sw21604]
 advancement of MIQCR. MIQCR is a method for solving mixedinteger quadratic programs and works ... subgradient algorithm within a Lagrangian duality framework for solving (SDP) that substantially speeds ... obtained by the original MIQCR method, which results in a shorter time for solving...

SVRAMA
 Referenced in 1 article
[sw29521]
 context of proximal stochastic gradient methods (ProxSVRG) and on the alternating minimization algorithm ... versions of the ProxSVRG (and, by duality, of SVRAMA) are also provided ... algorithm to a specific class of splitting methods, that is, the decomposition along the length...

pyADCG
 Referenced in 0 articles
[sw15157]
 column generation based globally convergent alternating direction method if the resulting MINLP is feasible ... shown by using the fact that the duality gap of a general nonconvex projection problem...

BARON
 Referenced in 307 articles
[sw00066]
 BARON is a computational system for solving nonconvex...

CASA
 Referenced in 89 articles
[sw00108]
 CASA is a specialpurpose system for computational...

CGAL
 Referenced in 344 articles
[sw00118]
 The goal of the CGAL Open Source Project...

CoCoA
 Referenced in 607 articles
[sw00143]
 CoCoA is a system for Computations in Commutative...

Coq
 Referenced in 1758 articles
[sw00161]
 Coq is a formal proof management system. It...

CSDP
 Referenced in 194 articles
[sw00169]
 CSDP, A C Library for Semidefinite Programming. This...

Cuba
 Referenced in 55 articles
[sw00173]
 Cuba  a library for multidimensional numerical integration. The...

DEA
 Referenced in 241 articles
[sw00194]
 Data Envelopment Analysis (DEA) is becoming an increasingly...

EIGIFP
 Referenced in 39 articles
[sw00235]
 eigifp is a MATLAB program for computing a...

FGb
 Referenced in 235 articles
[sw00286]
 FGb/Gb libraryGb is a program (191 420 lines...

GAP
 Referenced in 2735 articles
[sw00320]
 GAP is a system for computational discrete algebra...