SR Bulò, M Pelillo - European Journal of Operational Research, 2017 - Elsevier
Clustering refers to the process of extracting maximally coherent groups from a set of objects using pairwise, or high-order, similarities. Traditional approaches to this problem are based …
A standard quadratic program is an optimization problem that consists of minimizing a (nonconvex) quadratic form over the unit simplex. We focus on reformulating a standard …
IM Bomze, M Gabl, F Maggioni, GC Pflug - European Journal of Operational …, 2022 - Elsevier
Two-stage stochastic decision problems are characterized by the property that in stage one part of the decision has to be made before relevant data are observed and the rest of the …
In this paper we propose convex and LP bounds for standard quadratic programming (StQP) problems and employ them within a branch-and-bound approach. We first compare different …
A Khademi, A Marandi - Optimization Online, 2024 - optimization-online.org
Quadratic optimization (QO) has been studied extensively in the literature due to its applicability in many practical problems. While practical, it is known that QO problems are …
In the study of monostatic polyhedra, initiated by John H. Conway in 1966, the main question is to construct such an object with the minimal number of faces and vertices. By …
I Bomze, B Peng, Y Qiu, EA Yıldırım - Journal of Optimization Theory and …, 2025 - Springer
Standard quadratic optimization problems (StQPs) provide a versatile modelling tool in various applications. In this paper, we consider StQPs with a hard sparsity constraint …
This paper describes a new randomized algorithm for calculating local optima in standard quadratic optimization problems (StQPs) over the standard simplex. The new algorithm …
In this paper, we propose an interior-point method for linearly constrained---and possibly nonconvex---optimization problems. The method---which we call the Hessian barrier …