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math.OC2026
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…
math.OC2026
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…
math.OC2026
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…