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In the first part of this paper we prove that the global quadratic optimization problem over a simplex can be solved …
Persistent link: https://www.econbiz.de/10005779402
We present a convex conic relaxation for a problem of maximising an indefinite quadratic form over a set of convex constraints on the squared variables. We show that for all these problems we get at least 12/37 relative accuracy of the approximation. In the second part of the paper we derive the...
Persistent link: https://www.econbiz.de/10005779408
optimization. The procedure is by essence probabilistic and the computed solution is a random variable. …
Persistent link: https://www.econbiz.de/10005779491
In this paper we study special barrier functions for the convex cones, which are the sum of a self-concordant barrier for the cone and a positive-semidefinite quadratric form. We show that the central path of these augmented barrier functions can be traced with linear speed. We also study the...
Persistent link: https://www.econbiz.de/10005634271
In this paper we study the concepts of equilibrium and optimum in static transportation networks with elastic and non-elastic demands. The main mathematical tool of our paper is the theory of variational inequalities. We demonstrate that this theory is useful for proving the existence theorems....
Persistent link: https://www.econbiz.de/10005669267