K. Anstreicher

collaborators

2 papers

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…

math.OC2025

Extended Triangle Inequalities for Nonconvex Box-Constrained Quadratic Programming

Kurt M. Anstreicher, Diane Puges

Let $Box_{n} = {x \in R^{n} : 0 \leq x \leq e}$ , and let $QPB_{n}$ denote the convex hull of ${(1, x^{'})^{'} (1, x^{'}) : x \in Box_{n}}$ . The quadratic programming pro…