Quantum relative entropy (QRE) programming is a recently popular and challenging class of
convex optimization problems with significant applications in quantum computing and …

High dimensional error covariance matrices and their inverses are used to weight the
contribution of observation and background information in data assimilation procedures. As …

This paper provides a discussion and evaluation of presolving methods for mixed-integer
semidefinite programs. We generalize methods from the mixed-integer linear case and …

Turbulent wind fields are known to be a major driver for structural loads and power
fluctuations on offshore wind turbines. At the single‐turbine scale, there exist well …

Abstract Domain adaptation solves a learning problem in a target domain by utilizing the
training data in a different but related source domain. As a simple and efficient method for …

We derive explicit solutions to the problem of completing a partially specified correlation
matrix. Our results apply to several block structures for the unspecified entries that arise in …

The Merton problem determines the optimal intertemporal portfolio choice by maximizing the
expected utility and is the basis of modern portfolio theory in continuous-time finance …

This paper is concerned with subspace acceleration techniques for computing the Crawford
number, that is, the distance between zero and the numerical range of a matrix A. Our …

An n× n symmetric matrix A is called positive definite if xT Ax> 0 for all nonzero vectors x∈
Rn [36, p. 196]. It is positive semidefinite if the inequality is not strict. The concepts of …

When a projection of a symmetric or Hermitian matrix to the positive semidefinite cone is
computed approximately (or to working precision on a computer), a natural question is to …