- Referenced in 597 articles
- semideﬁnite cones are calculated via the Lanczos method. Numerical experiments show that this general purpose ... least 10−6 in relative duality gap and infeasibilities...
- Referenced in 67 articles
- 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...
- Referenced in 1 article
- implementation of the least squares Monte Carlo method in the rlsm package. This package provides ... true value function via duality methods...
- Referenced in 2 articles
- 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...
- Referenced in 8 articles
- 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...
- Referenced in 6 articles
- 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...
- Referenced in 3 articles
- 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...
- Referenced in 1 article
- 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...
- Referenced in 0 articles
- 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...
- Referenced in 307 articles
- BARON is a computational system for solving nonconvex...
- Referenced in 89 articles
- CASA is a special-purpose system for computational...
- Referenced in 344 articles
- The goal of the CGAL Open Source Project...
- Referenced in 607 articles
- CoCoA is a system for Computations in Commutative...
- Referenced in 1758 articles
- Coq is a formal proof management system. It...
- Referenced in 194 articles
- CSDP, A C Library for Semidefinite Programming. This...
- Referenced in 55 articles
- Cuba -- a library for multidimensional numerical integration. The...
- Referenced in 241 articles
- Data Envelopment Analysis (DEA) is becoming an increasingly...
- Referenced in 39 articles
- eigifp is a MATLAB program for computing a...
- Referenced in 235 articles
- FGb/Gb libraryGb is a program (191 420 lines...
- Referenced in 2735 articles
- GAP is a system for computational discrete algebra...