2 papers
math.OC2026
Decision-dependent distributionally robust standard quadratic optimization with Wasserstein ambiguity
Immanuel M. Bomze, Daniel de Vicente, Abdel Lisser +1
The standard quadratic optimization problem (StQP) consists of minimizing a quadratic form over the standard simplex. Without assuming convexity or concavity of the quadratic form,…
math.OC2025
Uncertain standard quadratic optimization under distributional assumptions: a chance-constrained epigraphic approach
Immanuel M. Bomze, Daniel de Vicente
The standard quadratic optimization problem (StQP) consists of minimizing a quadratic form over the standard simplex. Without convexity or concavity of the quadratic form, the StQP…