4 citations · 4 across the 7 of their papers we have counts for
7 papers
Convex scalarizations of the mean-variance-skewness-kurtosis problem in portfolio selection
Andries Steenkamp
We consider the multi-objective mean-variance-skewness-kurtosis (MVSK) problem in portfolio selection, with and without shorting and leverage. Additionally, we define a sparse vari…
Matrix factorization ranks via polynomial optimization
Andries Steenkamp
In light of recent data science trends, new interest has fallen in alternative matrix factorizations. By this, we mean various ways of factorizing particular data matrices so that…
Exploiting ideal-sparsity in the generalized moment problem with application to matrix factorization ranks
Milan Korda, Monique Laurent, Victor Magron +1
We explore a new type of sparsity for the generalized moment problem (GMP) that we call ideal-sparsity. This sparsity exploits the presence of equality constraints requiring the me…
Bounding the separable rank via polynomial optimization
Sander Gribling, Monique Laurent, Andries Steenkamp
We investigate questions related to the set consisting of the linear maps acting on that can be written as a convex combina…
Optimizing hypergraph-based polynomials modeling job-occupancy in queueing with redundancy scheduling
Daniel Brosch, Monique Laurent, Andries Steenkamp
We investigate two classes of multivariate polynomials with variables indexed by the edges of a uniform hypergraph and coefficients depending on certain patterns of union of edges.…
Reconstruction of domains with algebraic boundaries from generalized polarization tensors
Habib Ammari, Mihai Putinar, Andries Steekamp +1
This paper aims at showing the stability of the recovery of a smooth planar domain with a real algebraic boundary from a finite number of its generalized polarization tensors. It i…
Identification of an algebraic domain in two dimensions from a finite number of its generalized polarization tensors
Habib Ammari, Mihai Putinar, Andries Steenkamp +1
This paper aims at studying how finitely many generalized polarization tensors of an algebraic domain can be used to determine its shape. Precisely, given a planar set with real al…