• 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 well-defined 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...
  • MIQCR-CB

  • Referenced in 3 articles [sw21604]
  • advancement of MIQCR. MIQCR is a method for solving mixed-integer 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...
  • SVR-AMA

  • Referenced in 1 article [sw29521]
  • context of proximal stochastic gradient methods (Prox-SVRG) and on the alternating minimization algorithm ... versions of the Prox-SVRG (and, by duality, of SVR-AMA) 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 special-purpose 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...