Robust portfolio selection problems
Mathematics of Operations Research
SDPARA: semiDefinite programming algorithm paRAllel version
Parallel Computing
Algebraic Solution of the Problems of Nonconvex Quadratic Programming
Automation and Remote Control
Automation and Remote Control
On the core of the multicommodity flow game
Decision Support Systems - Special issue: The fourth ACM conference on electronic commerce
Minimal Ellipsoid Circumscribing a Polytope Defined by a System of Linear Inequalities
Journal of Global Optimization
Polynomial solution to stabilization problem for multivariable sampled-data systems with time delay
Automation and Remote Control
An elementary digital plane recognition algorithm
Discrete Applied Mathematics - Special issue: IWCIA 2003 - Ninth international workshop on combinatorial image analysis
Geometric programming for communication systems
Communications and Information Theory
Brief paper: Moving horizon H∞ control with performance adaptation for constrained linear systems
Automatica (Journal of IFAC)
Robust One-Period Option Hedging
Operations Research
Identification for control: Optimal input intended to identify a minimum variance controller
Automatica (Journal of IFAC)
Asymptotically optimal transmission policies for large-scale low-power wireless sensor networks
IEEE/ACM Transactions on Networking (TON)
Retailer-Supplier Flexible Commitments Contracts: A Robust Optimization Approach
Manufacturing & Service Operations Management
Second Order Cone Programming Approaches for Handling Missing and Uncertain Data
The Journal of Machine Learning Research
An alternative approach for non-linear optimal control problems based on the method of moments
Computational Optimization and Applications
MIMO transceiver design via majorization theory
Foundations and Trends in Communications and Information Theory
A cutting plane method for solving KYP-SDPs
Automatica (Journal of IFAC)
Global optimization of truss topology with discrete bar areas--Part I: theory of relaxed problems
Computational Optimization and Applications
Automatica (Journal of IFAC)
Parabolic target space and primal-dual interior-point methods
Discrete Applied Mathematics
Conditional minimum volume ellipsoid with application to multiclass discrimination
Computational Optimization and Applications
Supervised dimensionality reduction via sequential semidefinite programming
Pattern Recognition
Cuts for Conic Mixed-Integer Programming
IPCO '07 Proceedings of the 12th international conference on Integer Programming and Combinatorial Optimization
ICANN '08 Proceedings of the 18th international conference on Artificial Neural Networks, Part I
Rounding of convex sets and efficient gradient methods for linear programming problems
Optimization Methods & Software
Rethinking Biased Estimation: Improving Maximum Likelihood and the Cramér–Rao Bound
Foundations and Trends in Signal Processing
Robust linear MIMO in the downlink: a worst-case optimization with ellipsoidal uncertainty regions
EURASIP Journal on Advances in Signal Processing
D-decomposition technique state-of-the-art
Automation and Remote Control
Better algorithms for benign bandits
SODA '09 Proceedings of the twentieth Annual ACM-SIAM Symposium on Discrete Algorithms
Numerical Methods for Robust Control
Large-Scale Scientific Computing
On Safe Tractable Approximations of Chance-Constrained Linear Matrix Inequalities
Mathematics of Operations Research
Unconstrained Convex Minimization in Relative Scale
Mathematics of Operations Research
Operations Research
Dualize it: software for automatic primal and dual conversions of conic programs
Optimization Methods & Software
Cutting-set methods for robust convex optimization with pessimizing oracles
Optimization Methods & Software
A p-cone sequential relaxation procedure for 0-1 integer programs
Optimization Methods & Software - GLOBAL OPTIMIZATION
Constructing Risk Measures from Uncertainty Sets
Operations Research
IEEE Transactions on Communications
Minimum variance in biased estimation with singular fisher information matrix
IEEE Transactions on Signal Processing
Robust transceiver optimization in downlink multiuser MIMO systems
IEEE Transactions on Signal Processing
Worst-case robust MIMO transmission with imperfect channel knowledge
IEEE Transactions on Signal Processing
Spectrum sharing in wireless networks via QoS-aware secondary multicast beamforming
IEEE Transactions on Signal Processing
Adaptive detection and estimation in the presence of useful signal and interference mismatches
IEEE Transactions on Signal Processing
Robust QoS-constrained optimization of downlink multiuser MISO systems
IEEE Transactions on Signal Processing
On the core of the multicommodity flow game
Decision Support Systems - Special issue: The fourth ACM conference on electronic commerce
An elementary digital plane recognition algorithm
Discrete Applied Mathematics - Special issue: IWCIA 2003 - Ninth international workshop on combinatorial image analysis
Robust cognitive beamforming with bounded channel uncertainties
IEEE Transactions on Signal Processing
On low complexity robust beamforming with positive semidefinite constraints
IEEE Transactions on Signal Processing
Parallel machine match-up scheduling with manufacturing cost considerations
Journal of Scheduling
Minimax-statistical approach to increasing reliability of measurement information processing
Automation and Remote Control
Accuracy Certificates for Computational Problems with Convex Structure
Mathematics of Operations Research
Journal of Global Optimization
Nonlinear Dimensionality Reduction by Topologically Constrained Isometric Embedding
International Journal of Computer Vision
Random dot product graph models for social networks
WAW'07 Proceedings of the 5th international conference on Algorithms and models for the web-graph
Perspective relaxation of mixed integer nonlinear programs with indicator variables
IPCO'08 Proceedings of the 13th international conference on Integer programming and combinatorial optimization
Robust Approximation to Multiperiod Inventory Management
Operations Research
IEEE Transactions on Information Theory
Secure communication over MISO cognitive radio channels
IEEE Transactions on Wireless Communications
Brief paper: Stochastic ellipsoid methods for robust control: Multiple updates and multiple cuts
Automatica (Journal of IFAC)
A compliance based design problem of structures under multiple load cases
Structural and Multidisciplinary Optimization
New branch and bound approaches for truss topology design with discrete areas
AMERICAN-MATH'10 Proceedings of the 2010 American conference on Applied mathematics
Partitioning procedure for polynomial optimization
Journal of Global Optimization
Receiver design for MIMO radar range sidelobes suppression
IEEE Transactions on Signal Processing
Removing redundant quadratic constraints
ICMS'10 Proceedings of the Third international congress conference on Mathematical software
Journal of Global Optimization
Approximate ellipsoid in the streaming model
COCOA'10 Proceedings of the 4th international conference on Combinatorial optimization and applications - Volume Part II
An application of Newton's method in wireless systems
Proceedings of the 8th International Conference on Frontiers of Information Technology
Variable Sparsity Kernel Learning
The Journal of Machine Learning Research
Lipschitz Behavior of the Robust Regularization
SIAM Journal on Control and Optimization
Some Equivalent Results with Yakubovich's $S$-Lemma
SIAM Journal on Control and Optimization
SIAM Journal on Scientific Computing
Generic Optimality Conditions for Semialgebraic Convex Programs
Mathematics of Operations Research
On Equivalence of Semidefinite Relaxations for Quadratic Matrix Programming
Mathematics of Operations Research
Automation and Remote Control
International Journal of Knowledge Engineering and Soft Data Paradigms
A truthful randomized mechanism for combinatorial public projects via convex optimization
Proceedings of the 12th ACM conference on Electronic commerce
From convex optimization to randomized mechanisms: toward optimal combinatorial auctions
Proceedings of the forty-third annual ACM symposium on Theory of computing
On the Chvátal-Gomory closure of a compact convex set
IPCO'11 Proceedings of the 15th international conference on Integer programming and combinatoral optimization
Polynomial Matrix Inequality and Semidefinite Representation
Mathematics of Operations Research
Better Algorithms for Benign Bandits
The Journal of Machine Learning Research
Bayesian networks and the imprecise Dirichlet model applied to recognition problems
ECSQARU'11 Proceedings of the 11th European conference on Symbolic and quantitative approaches to reasoning with uncertainty
Journal of Global Optimization
Semidefinite Representation of Convex Hulls of Rational Varieties
Acta Applicandae Mathematicae: an international survey journal on applying mathematics and mathematical applications
Robust portfolio selection problem for an insurer with exponential utility preference
WSEAS Transactions on Mathematics
On Maximal $S$-Free Convex Sets
SIAM Journal on Discrete Mathematics
Query by example for geographic entity search with implicit negative feedback
Proceedings of the 4th International Conference on Uniquitous Information Management and Communication
Multivariate convex support vector regression with semidefinite programming
Knowledge-Based Systems
ESOP'10 Proceedings of the 19th European conference on Programming Languages and Systems
Eigenvalue techniques for convex objective, nonconvex optimization problems
IPCO'10 Proceedings of the 14th international conference on Integer Programming and Combinatorial Optimization
A fast iterative shrinkage-thresholding algorithm for electrical resistance tomography
WSEAS Transactions on Circuits and Systems
Robust spectral factor approximation of discrete-time frequency domain power spectras
Automatica (Journal of IFAC)
Operations Research Letters
Polynomial time solvability of non-symmetric semidefinite programming
Operations Research Letters
Solving asymmetric variational inequalities via convex optimization
Operations Research Letters
The split closure of a strictly convex body
Operations Research Letters
A strong conic quadratic reformulation for machine-job assignment with controllable processing times
Operations Research Letters
Robust linear optimization under general norms
Operations Research Letters
Inverse conic programming with applications
Operations Research Letters
SIAM Journal on Optimization
Robust shortest path problem based on a confidence interval in fuzzy bicriteria decision making
Information Sciences: an International Journal
Robust Simulation of Global Warming Policies Using the DICE Model
Management Science
A new Branch and Bound method for a discrete truss topology design problem
Computational Optimization and Applications
Analysis of transient queues with semidefinite optimization
Queueing Systems: Theory and Applications
A Bayesian approach to stochastic root finding
Proceedings of the Winter Simulation Conference
SDP reformulation for robust optimization problems based on nonconvex QP duality
Computational Optimization and Applications
Sparse non Gaussian component analysis by semidefinite programming
Machine Learning
Lifts of Convex Sets and Cone Factorizations
Mathematics of Operations Research
Efficient methods for robust classification under uncertainty in kernel matrices
The Journal of Machine Learning Research
Journal of Global Optimization
The new robust conic GPLM method with an application to finance: prediction of credit default
Journal of Global Optimization
Robust-based interactive portfolio selection problems with an uncertainty set of returns
Fuzzy Optimization and Decision Making
Perron vector optimization applied to search engines
Applied Numerical Mathematics
Robust investment decisions under supply disruption in petroleum markets
Computers and Operations Research
Wireless Personal Communications: An International Journal
An approach to the mean shift outlier model by Tikhonov regularization and conic programming
Intelligent Data Analysis - Business Analytics and Intelligent Optimization
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This is a book devoted to well-structured and thus efficiently solvable convex optimization problems, with emphasis on conic quadratic and semidefinite programming. The authors present the basic theory underlying these problems as well as their numerous applications in engineering, including synthesis of filters, Lyapunov stability analysis, and structural design. The authors also discuss the complexity issues and provide an overview of the basic theory of state-of-the-art polynomial time interior point methods for linear, conic quadratic, and semidefinite programming. The book's focus on well-structured convex problems in conic form allows for unified theoretical and algorithmical treatment of a wide spectrum of important optimization problems arising in applications.