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Multivariate Nonnegative Quadratic Mappings


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  • Luo, Z-Q
  • Sturm, J.F.
  • Zhang, S.

    (Tilburg University, Center for Economic Research)

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    In this paper we study several issues related to the characterization of speci c classes of multivariate quadratic mappings that are nonnegative over a given domain, with nonnegativity de ned by a pre-speci ed conic order.In particular, we consider the set (cone) of nonnegative quadratic mappings de ned with respect to the positive semide nite matrix cone, and study when it can be represented by linear matrix inequalities.We also discuss the applications of the results in robust optimization, especially the robust quadratic matrix inequalities and the robust linear programming models.In the latter application the implementational errors of the solution is taken into account, and the problem is formulated as a semide nite program.

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    Bibliographic Info

    Paper provided by Tilburg University, Center for Economic Research in its series Discussion Paper with number 2003-7.

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    Date of creation: 2003
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    Handle: RePEc:dgr:kubcen:20037

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    Related research

    Keywords: optimization; linear programming; models;

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    Cited by:
    1. Kürşad Derinkuyu & Mustafa Pınar, 2006. "On the S-procedure and Some Variants," Computational Statistics, Springer, vol. 64(1), pages 55-77, August.
    2. Brinkhuis, J. & Zhang, S., 2003. "A D-induced duality and its applications," Econometric Institute Research Papers EI 2003-42, Erasmus University Rotterdam, Erasmus School of Economics (ESE), Econometric Institute.


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