22 citations · 52 across the 14 of their papers we have counts for
6 papers · 1 filter
Approximation hierarchies for copositive cone over symmetric cone and their comparison
Mitsuhiro Nishijima, Kazuhide Nakata
We first provide an inner-approximation hierarchy described by a sum-of-squares (SOS) constraint for the copositive (COP) cone over a general symmetric cone. The hierarchy is a gen…
Generalizations of doubly nonnegative cones and their comparison
Mitsuhiro Nishijima, Kazuhide Nakata
In this study, we examine the various extensions of the doubly nonnegative (DNN) cone, frequently used in completely positive programming (CPP) to achieve a tighter relaxation than…
Cardinality-constrained Distributionally Robust Portfolio Optimization
Ken Kobayashi, Yuichi Takano, Kazuhide Nakata
This paper studies a distributionally robust portfolio optimization model with a cardinality constraint for limiting the number of invested assets. We formulate this model as a mix…
A Block Coordinate Descent Method for Sensor Network Localization
Mitsuhiro Nishijima, Kazuhide Nakata
The problem of sensor network localization (SNL) can be formulated as a semidefinite programming problem with a rank constraint. We propose a new method for solving such SNL proble…
Bilevel Cutting-plane Algorithm for Solving Cardinality-constrained Mean-CVaR Portfolio Optimization Problems
Ken Kobayashi, Yuichi Takano, Kazuhide Nakata
This paper studies mean-risk portfolio optimization models using the conditional value-at-risk (CVaR) as a risk measure. We also employ a cardinality constraint for limiting the nu…
Fast implementation for semidefinite programs with positive matrix completion
Makoto Yamashita, Kazuhide Nakata
Solving semidefinite programs (SDP) in a short time is the key to managing various mathematical optimization problems. The matrix-completion primal-dual interior-point method (MC-P…