98 citations · 276 across the 19 of their papers we have counts for
4 papers · 1 filter
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…
Finding quadratic underestimators for optimal value functions of nonconvex all-quadratic problems via copositive optimization
Markus Gabl, Immanuel Bomze
Modeling parts of an optimization problem as an optimal value function that depends on a top-level decision variable is a regular occurrence in optimization and an essential ingred…
Tighter yet more tractable relaxations and nontrivial instance generation for sparse standard quadratic optimization
Immanuel Bomze, Bo Peng, Yuzhou Qiu +1
The Standard Quadratic optimization Problem (StQP), arguably the simplest among all classes of NP-hard optimization problems, consists of extremizing a quadratic form (the simplest…
Feature selection in linear SVMs via a hard cardinality constraint: a scalable SDP decomposition approach
Immanuel Bomze, Federico D'Onofrio, Laura Palagi +1
In this paper, we study the embedded feature selection problem in linear Support Vector Machines (SVMs), in which a cardinality constraint is employed, leading to an interpretable…