775 citations
- Eindhoven University of TechnologyNL24 papers
- Centrum Wiskunde & InformaticaNL23 papers
- University of AmsterdamNL14 papers
- Centre National de la Recherche ScientifiqueFR9 papers
- University College LondonGB9 papers
- Maastricht UniversityNL8 papers
- Delft University of TechnologyNL7 papers
- UCLouvainBE7 papers
- Universitat Politècnica de CatalunyaES7 papers
- University of AntwerpBE7 papers
- University of GroningenNL7 papers
- Georgia Institute of TechnologyUS6 papers
7 papers · 2 filters
Globally solving Non-Convex Quadratic Programs via Linear Integer Programming techniques
Wei Xia, Juan Vera, Luis F. Zuluaga
Quadratic programming (QP) is a well-studied fundamental NP-hard optimization problem which optimizes a quadratic objective over a set of linear constraints. In this paper, we refo…
On the convergence rate of grid search for polynomial optimization over the simplex
Etienne de Klerk, Monique Laurent, Zhao Sun +1
We consider the approximate minimization of a given polynomial on the standard simplex, obtained by taking the minimum value over all rational grid points with given denominator ${…
Robust fractional programming
Bram L. Gorissen
We extend Robust Optimization to fractional programming, where both the objective and the constraints contain uncertain parameters. Earlier work did not consider uncertainty in bot…
New bounds for the max--cut and chromatic number of a graph
Edwin R. van Dam, Renata Sotirov
We consider several semidefinite programming relaxations for the max--cut problem, with increasing complexity. The optimal solution of the weakest presented semidefinite program…
Approximating the Pareto set of multiobjective linear programs via Robust Optimization
Bram L. Gorissen, Dick den Hertog
We consider problems with multiple linear objectives and linear constraints and use Adjustable Robust Optimization and Polynomial Optimization as tools to approximate the Pareto se…
Robust counterparts of inequalities containing sums of maxima of linear functions
Bram L. Gorissen, Dick den Hertog
This paper addresses the robust counterparts of optimization problems containing sums of maxima of linear functions. These problems include many practical problems, e.g.~problems w…