Miscellanies

• S. Kim, M. Kojima, and M. Yamashita.
  "Parallel Implementation of Successive Sparse SDP Relaxations for Large-scale Euclidean Distance Geometry Problems",
  Research report, B-470, Department of Mathematical and Computing Sciences, Tokyo Institute of Technology, 2-12-1 Oh-Okayama, Meguro-ku, Tokyo 152-8552 Japan, November 2012.
  opt-online
• Z. Lu and T. K. Pong.
  "Interior Point Methods for Optimal Experimental Designs",
  Department of Mathematics, Simon Fraser University, Burnaby, Canada, January 2011.
  opt-online
• A. A. Ahmadi, R. Jungers, P. A. Parrilo, and M. Roozbehani.
  "Joint Spectral Radius and Path-Complete Graph Lyapunov Functions",
  Laboratory for In- formation and Decision Systems, Massachusetts Institute of Technology, November 2011.
  opt-online
• P. Rocha and D. Kuhn.
  "A Polynomial-Time Solution Scheme for Quadratic Stochastic Programs",
  Working paper, Department of Computing, Imperial College London, August 2011.
  opt-online
• J. Li and R. Kwon.
  "A Moment Approach to Pricing Exotic Options Under Regime-Switching",
  Technical Report, Department of Mechanical and Industrial Engineering, University of Toronto, July 2011.
  opt-online
• A. Ben-Tal and D. Den Hertog.
  "Immunizing conic quadratic optimization problems against implementation errors",
  CentER Discusion Paper (CDP) 2011-060, May 2011 CentER, Department of Econometrics and Operations Research, Tilburg University, P.O. Box 90153, 5000 LE Tilburg, The Netherlands.
  opt-online
• Y. Yang and Q. Yang.
  "Approximation algorithms for trilinear optimization with nonconvex constraints and its extensions",
  School of Mathematics Science and LPMC, Nankai University, China, April 2011.
  opt-online
• Y. Tian.
  "On global optimizations of the rank and inertia of the matrix function A_1- B_1XB^*_1 subject to a pair of matrix equations [B_2XB^*_2, B_3XB^*_3] = [A_2, A_3]",
  China Economics and Management Academy, Central University of Finance and Economics, Beijing 100081, China, April 2011.
  opt-online
• S. Burer and K. Anstreicher.
  "Second-Order-Cone Constraints for Extended Trust-Region Subproblems",
  Manuscript, Department of Management Sciences, University of Iowa, Iowa City, March 2011.
  opt-online
• S.-S. Cheung, Anthony M.-C. So and K. Wang.
  "Chance-Constrained Linear Matrix Inequalities with Dependent Perturbations: A Safe Tractable Approximation Approach",
  Working paper, Department of Systems Engineering and Engineering Management, The Chinese University of Hong Kong, January 2011.
  opt-online
• Y. Zinchenko, S. Friedland and G. Gour.
  "Numerical estimation of the relative entropy of entanglement",
  Department of Mathematics and Statistics, University of Calgary, November 2010.
  opt-online
• Z. Lu and T. K. Pong.
  "Interior Point Methods for Computing Optimal Designs",
  Manuscript, Department of Mathematics, Simon Fraser University, 8888 University Drive, Burnaby, BC, V5A 1S6, Canada, September 2010.
  opt-online
• S. Zymler, D. Kuhn and B. Rustem.
  "Distributionally Robust Joint Chance Constraints with Second-Order Moment Information",
  Working paper, Department of Computing, Imperial College London, August 2010.
  opt-online
• P. Amaral, I. Bomze, and J. Júdice.
  "Copositivity and constrained fractional quadratic problems",
  Technical Report TR-ISDS 2010-05, University of Vienna, June 2010.
  opt-online
• M. Kocvara.
  "Truss topology design with integer variables made easy",
  Preprint 2010/09, School of MAthematics, University of Birmingham, UK, May 2010 .
  opt-online
• R.J. Caron, T. Traynor, S. Jibrin.
  "Feasibility and Constraint Analysis of Sets of Linear Matrix Inequalities",
  Informs Journal on Computing, vol. 22, no.1, pp. 144-153, 2010.
• I. Deák, I. Pólik, A. Prékopa, and T. Terlaky.
  "Convex approximations in stochastic programming by semidefinite programming",
  Department of Computer Science, Corvinus University of Budapest, April 2010.
  opt-online
• E. de Klerk and Marianna Nagy.
  "On the complexity of computing the handicap of a sufficient matrix",
  Preprint Tilburg University, The Netherlands, February 2010.
  opt-online
• T. K. Pong, P. Tseng, S. Ji and J. Ye.
  "Trace Norm Regularization: Reformulations, Algorithms, and Multi-task Learning",
  Department of Mathematics, University of Washington, Seattle, June 2009.
  opt-online
• Dimitris Bertsimas, Dan Iancu, and Pablo Parrilo.
  "A Hierarchy of Near-Optimal Policies for Multi-stage Adaptive Optimization",
  Sloan School of Management and Operations Reserach Center, MIT, June 2009.
  opt-online
• G. Ueno and T. Tsuchiya.
  "Covariance regularization in inverse space",
  Manuscript, The Institute of Statistical Mathematics, April 2009 (To appear in The Quarterly Journal of the Royal Meteorological Society).
  opt-online
• S. D. Ahipasaoglu and M. J. Todd.
  "A Modified Frank-Wolfe Algorithm for Computing Minimum-Area Enclosing Ellipsoidal Cylinders: Theory and Algorithms",
  Technical Report No. 1472, School of Operations Research and Information Engineering, Cornell University, Ithaca, NY 14853-3801, April 2009.
  opt-online
• M. Stingl, M. Kocvara and G. Leugering.
  "Free Material Optimization with Fundamental Eigenfrequency Constraints.",
  Research Report 319, Institute of Applied Mathematics, University of Erlangen, October 2008.
  opt-online
• A. M. Monteiro, R. H. Tütüncü and L. N. Vicente.
  "Dynamic Evolution for Risk-Neutral Densities",
  Preprint 08-52, Dept. Mathematics, Univ. Coimbra, October 2008 .
  opt-online
• Zhaosong Lu, Renato D.C. Monteiro, and Ming Yuan.
  "Convex Optimization Methods for Dimension Reduction and Coefficient Estimation in Multivariate Linear Regression",
  Manuscript, Department of Mathematics, Simon Fraser University, 8888 University Drive, Burnaby, BC, V5A 1S6, Canada, January 2008.
  opt-online
• S.-J. Kim and S. Boyd.
  "Robust Efficient Frontier Analysis with a Separable Uncertainty Model",
  Technical report, Stanford University, 2007.
  opt-online
• S.-J. Kim and S. Boyd.
  A Minimax Theorem with Applications to Machine Learning, Signal Processing, and Finance"",
  Technical report, Stanford University, 10/07.
  opt-online
• A. M.-C. So.
  "Improved Approximation Bound for Quadratic Optimization Problems with Orthogonality Constraints",
  Technical Report, Department of Systems Engeineering and Engineering Management, The Chinese University of Hong Kong, 2007.
  opt-online
• K. Murota, Y. Kanno, M. Kojima and S. Kojima.
  "A Numerical Algorithm for Block-Diagonal Decomposition of Matrix *-Algebras",
  METR 2007-52, Department of Mathematical Informatics, University of Tokyo, Japan, September, 2007.
  opt-online
• S Boyd and B. Wegbreit.
  "Fast Computation of Optimal Contact Forces",
  Information Systems Laboratory, Department of Electrical Engineering, Stanford University, 2007. To appear in IEEE Trans. Robotics, 2008. .
  opt-online
• Jean B. Lasserre.
  "Semidefinite Programming for Gradient and Hessian Computation in Maximum Entropy Estimation",
  LAAS-CNRS, University of Toulouse, 2007.
  opt-online
• Z. Lu.
  "Smooth Optimization Approach for Covariance Selection",
  Working Paper, Department of Mathematics, Simon Fraser University, Burnaby, BC, V5A 1S6, Canada, June 2007..
  opt-online
• Y. Bai, E. De Klerk, D. V. Pasechnik, R. Sotirov.
  "Exploiting group symmetry in truss topology optimization",
  CentER Discussion paper 2007-17, Tilburg University, The Netherlands, February 2007..
  opt-online
• R. Werner.
  "Cascading - An adjusted exchange method for robust conic programming",
  Munich University of Technology, HVB-Institute for Mathematical Finance, Boltzmannstr. 3, 85748 Garching b. München, Germany, November 2006.
  opt-online
• A. Ben-Tal and A. Nemirovski.
  "On Safe Tractable Approximations of Chance Constrained Linear Matrix Inequalities",
  Research Report # 1/2006, October 2006, Minerva Optimization Center, Technion - Israel Institute of Technology, Technion City, Haifa 32000, Israel.
  opt-online
• A. Ben-Tal and A. Nemirovski.
  "Selected Topics in Robust Convex Optimization",
  Minerva Optimization Center, Technion - Israel Institute of Technolog, September 2006.
  opt-online
• Z.-J. Bai, D. Chu and D. Sun .
  "A Dual Optimization Approach to Inverse Quadratic Eigenvalue Problems with Partial Eigenstructure",
  Technical Report, Department of Mathematics, National University of Singapore, Singapore, June 2005.
  opt-online
• S. Burer and J. Lee.
  "Solving Maximum-Entropy Sampling Problems Using Factored Masks",
  IBM Research Report RC23542, IBM T.J. Watson Research Center, February 2005.
  opt-online
• M. Fukuda, B. J. Braams, M. Nakata, M. L. Overton, J. K. Percus, M. Yamashita, Z. Zhao.
  "Large-scale semidefinite programs in electronic structure calculation",
  Research Report B-413, Dept. Mathematical and Computing Sciences, Tokyo Institute of Technology, February, 2005.
  opt-online
• C. Jansson and C. Keil.
  "Rigorous Error Bounds for the Optimal Value in Semidefinite Programming",
  Technical Report, Technical University of Hamburg-Harburg, January 2005.
  opt-online
• A. Nemirovski.
  "Sums of Random Symmetric Matrices and Applications",
  Research Report, Minerva Optimization Center, Faculty of Industrial Engineering and Management, Technion - Israel Institute of Technology, Technion City, Haifa, Israel, December 2004 .
  opt-online
• C. Anand, R. Sotirov, T. Terlaky and Z. Zheng.
  "Magnetic Resonance Tissue Density Estimation using Optimal SSFP Pulse-Sequence Design",
  AdvOL-Report No. 2004/19, Advanced Optimization Laboratory, McMaster University, Hamilton, Canada, November 2004.
  opt-online
• J. Eisert, P. Hyllus, O. Guehne, M. Curty.
  "Complete hierarchies of efficient approximations to problems in entanglement theory",
  arXiv:quant-ph/0407135v3 July 2004, revised December 2004.
  Phys. Rev. A 70, 062317 (2004).
  arxiv
• A. C. Doherty, P. A. Parrilo and F. M. Spedalieri.
  "Detecting multipartite entanglement",
  Institute for Quantum Information, California Institute of Technology, August 2004. To appear in Phys. Rev. A.
  arXiv
• A. d'Aspremont, L. El Ghaoui, M. I. Jordan, G. R. G. Lanckriet.
  "A direct formulation for sparse PCA using semidefinite programming",
  ArXiv PREPRINT: cs.CE/0406021, U.C. Berkeley, Berkeley, CA 94720, June 2004.
  opt-online
• M. Kocvara and M. Stingl.
  "Solving nonconvex SDP problems of structural optimization with stability control",
  Research Report 300, Institute of Applied Mathematics, University of Erlangen, February 2004.
  opt-online
• Z. Zhao, B. Braams, M. Fukuda, M. Overton and J. Percus.
  "The Reduced Density Matrix Method for Electronic Structure Calculations and the Role of Three-Index Representability Conditions",
  Technical Report, Courant Institute of Mathematical Sciences, 2003. Submitted to J. Chem. Phys.
  opt-online
• M. F. Anjos , N. J. Higham , P. L. Takouda , H. Wolkowicz.
  "A Semidefinite Programming Approach for the Nearest Correlation Matrix Problem",
  Preliminary Research Report, University of Waterloo, 2003.
  opt-online
• K. Anstreicher and J. Lee.
  "A masked spectral bound for maximum-entropy sampling",
  Research Report RC22892, IBM T.J. Watson Research Center, Yorktown Heights NY, September 2003. To appear in "MODA 7 - Advances in Model-Oriented Design and Analysis", Contributions to Statistics, Springer, Berlin, 2004. .
  opt-online
• A. C. Doherty and Pablo A. Parrilo and F. M. Spedalieri.
  "Distinguishing separable and entangled states",
  Physical Review Letters, Vol. 88, No. 18, 2002.
  arXiv
• K. Krishnan and J. Mitchell.
  "Semi-infinite linear programming approaches to semidefinite programming problems",
  Department of Mathematical Sciences, Rensselaer Polytechnic Institute, August 2001.
  opt-online,
• Y. Ye and S. Zhang.
  "New Results on Quadratic Minimization",
  Technical Report Series Number SEEM2001-03, Department of Systems Engineering & Engineering Management, The Chinese University of Hong Kong, May 2001.
  opt-online
• I.M. Bomze and E. De Klerk.
  "Solving standard quadratic optimization problems via linear, semidefinite and copositive programming",
  Report TR 2001-03 Institut für Statistik, Universität Wien, Universitätsstraße 5, A-1010 Wien, Austria, May 2001.
  opt-online, ps-file (http)
• I. S. Pressman and S. Jibrin.
  "A weighted analytic center for linear matrix inequalities",
  Journal of Inequalities in Pure and Applied Mathemtics, Volume 2, Issue 3, 2001 Article 29.
  html-link
• S. Jibrin and I. S. Pressman.
  "Monte Carlo Algorithms for the Detection of Nonredundant Linear Matrix Inequality Constraints",
  Int. J. Nonlinear Sci. & Num. Simulation 2001. Vol.2, No.2, pp.139-154.
  
• D. Sun and J. Sun.
  "Semismooth Matrix-Valued Functions",
  Department of Decision Sciences, National University of Singapore, April 2001.
  ps-file (http)
• D. den Hertog, E. de Klerk and C. Roos.
  "On convex quadratic approximation",
  Center Discussion Paper 2000-47, Tilburg University, Netherlands, 2000.
  absract and pdf-file (http)
• A. Ben-Tal and A. Nemirovski.
  "On the quality of SDP approximations of uncertain SDP programs",
  Research Report #4/98, Optimization Laboratory, Faculty of Industrial Engineering and Management, Technion - Israel Institute of Technology, Technion City, Haifa 32000, Israel, November 1998.
  ps-file (http)
• I. Nowak.
  "A new semidefinite programming bound for indefinite quadratic forms over a simplex",
  Preprint, Humboldt-Universität zu Berlin, 1998.
• I. Nowak.
  "A Global Optimality Criterion for Nonconvex Quadratic Programming over a Simplex", Preprint 98-18, Humboldt-Universität zu Berlin, 1998.
  ps-file (http)
• A. Ben-Tal and A. Nemirovski.
  "Structural Design via Semidefinite Programming",
  Working paper, Optimization Laboratory, Faculty of Industrial Engineering and Management at Technion, Technion City, Haifa 32000, Israel, August 1997.
  ps-file (http) or dvi-file (http)
• A. Ben-Tal and A. Nemirovski.
  "Robust Truss Topology Design via Semidefnite Programming",
  SIAM J. Optim., Vol. 7, No. 4, pp. 991-1016, November 1997.
• T. Fujie and M. Kojima.
  "Semidefinite Programming Relaxation for Nonconvex Quadratic Programs",
  Journal of Global Optimization, Vol. 10, No 4, 367-380, June 1997.
• R. M. Freund and S. Mizuno.
  "Interior Point Methods: Current Status and Future Directions",
  to appear in OPTIMA, volume 51, 1996.
  ps-file (ftp)
• M. Fu, Z.-Q. Luo, and Y. Ye.
  "Approximation algorithms for quadratic programming",
  August 1996.
  ps.Z-file (http)
• K. M. Anstreicher, M. Fampa, J. Lee, and J. Williams.
  "Continuous Relaxations for Constrained Maximum-Entropy Sampling",
  IPCO V Proc., LNCS 1084, Springer 1996, pp. 234-248.
  ps-file (http)