22 citations · 79 across the 19 of their papers we have counts for
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math.OC2018★ 3 cited
Positive semidefinite approximations to the cone of copositive kernels
Olga Kuryatnikova, Juan C. Vera
It has been shown that the maximum stable set problem in some infinite graphs, and the kissing number problem in particular, reduces to a minimization problem over the cone of copo…
math.OC2018
Using Column Generation to Solve Extensions to the Markowitz Model
Lorenz M. Roebers, Aras Selvi, Juan C. Vera
We introduce a solution scheme for portfolio optimization problems with cardinality constraints. Typical portfolio optimization problems are extensions of the classical Markowitz m…
math.OC2018★ 3 cited
An algorithm to compute the Hoffman constant of a system of linear constraints
Javier Pena, Juan Vera, Luis Zuluaga
We propose a combinatorial algorithm to compute the Hoffman constant of a system of linear equations and inequalities. The algorithm is based on a characterization of the Hoffman c…