• SDPT3

  • Referenced in 657 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 73 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 2 articles [sw22733]
  • implementation of the least squares Monte Carlo method in the rlsm package. This package provides ... true value function via duality methods...
  • sbw

  • Referenced in 11 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...
  • 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...
  • 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 4 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...
  • DSLib

  • Referenced in 1 article [sw35560]
  • library implementing the Dominant Set (DS) clustering method. The DS is a graph-based clustering ... M.Pelillo, PAMI 2007) and, thanks to its duality with game theory, has been explored ... collections, as more comprehensive as possible, of methods and hacks from different researchers based...
  • 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 330 articles [sw00066]
  • BARON is a computational system for solving nonconvex...
  • CASA

  • Referenced in 101 articles [sw00108]
  • CASA is a special-purpose system for computational...
  • CGAL

  • Referenced in 372 articles [sw00118]
  • The goal of the CGAL Open Source Project...
  • CoCoA

  • Referenced in 639 articles [sw00143]
  • CoCoA is a system for Computations in Commutative...
  • Coq

  • Referenced in 1837 articles [sw00161]
  • Coq is a formal proof management system. It...
  • CSDP

  • Referenced in 200 articles [sw00169]
  • CSDP, A C Library for Semidefinite Programming. This...
  • Cuba

  • Referenced in 61 articles [sw00173]
  • Cuba -- a library for multidimensional numerical integration. The...
  • DEA

  • Referenced in 244 articles [sw00194]
  • Data Envelopment Analysis (DEA) is becoming an increasingly...
  • EIGIFP

  • Referenced in 43 articles [sw00235]
  • eigifp is a MATLAB program for computing a...
  • FGb

  • Referenced in 244 articles [sw00286]
  • FGb/Gb libraryGb is a program (191 420 lines...