1 citations · 1 across the 4 of their papers we have counts for
6 papers
Applications of the Lorentz positive cone in nonconvex quadratic optimization
Samuel Burer, Kurt Anstreicher
We consider the Lorentz positive cone of matrices that map the Lorentz cone in $\Rbb^m$ into the Lorentz cone in $\Rbb^n$. The Lorentz positive cone and its dual, the c…
New insights into the NLP-Id bound for maximum-entropy sampling
Kurt Anstreicher, Marcia Fampa, Jon Lee +2
We establish new properties of the NLP-Id upper bound for the maxi\-mum-entropy sampling problem (MESP). In particular, we give a detailed look at the concavity of its objective fu…
Extended-variable relaxations for the constrained generalized maximum-entropy sampling problem
Gabriel Ponte, Kurt Anstreicher, Marcia Fampa +1
The constrained generalized maximum-entropy sampling problem (CGMESP) is to select an order-s principal submatrix from an order-n covariance matrix, subject to some linear side con…
Extended Triangle Inequalities for Nonconvex Box-Constrained Quadratic Programming
Kurt M. Anstreicher, Diane Puges
Let , and let denote the convex hull of . The quadratic programming pro…
Convex Hull Representations for Bounded Products of Variables
Kurt M. Anstreicher, Samuel Burer, Kyungchan Park
It is well known that the convex hull of , where is constrained to lie in a box, is given by the Reformulation-Linearization Technique (RLT) constraints. Belo…
Quadratic Optimization with Switching Variables: The Convex Hull for
Samuel Burer, Kurt Anstreicher
We consider quadratic optimization in variables where , and . Such binary are commonly refered to as "indicator" or "switching" variables an…