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On Cones of Nonnegative Quadratic Functions

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  • Sturm, J.F.

    (Tilburg University, Center For Economic Research)

  • Zhang, S.

Abstract

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  • Sturm, J.F. & Zhang, S., 2001. "On Cones of Nonnegative Quadratic Functions," Discussion Paper 2001-26, Tilburg University, Center for Economic Research.
    • Handle: RePEc:tiu:tiucen:075a6b4d-5b51-4153-a9c3-0a5943f582ee
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    References listed on IDEAS

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    1. NESTEROV, Yu., 2000. "Squared functional systems and optimization problems," LIDAM Reprints CORE 1472, Université catholique de Louvain, Center for Operations Research and Econometrics (CORE).
    2. A. Ben-Tal & A. Nemirovski, 1998. "Robust Convex Optimization," Mathematics of Operations Research, INFORMS, vol. 23(4), pages 769-805, November.
    3. Minyue Fu & Zhi-Quan Luo & Yinyu Ye, 1998. "Approximation Algorithms for Quadratic Programming," Journal of Combinatorial Optimization, Springer, vol. 2(1), pages 29-50, March.
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    Cited by:

    1. Luo, Z-Q & Sturm, J.F. & Zhang, S., 2003. "Multivariate Nonnegative Quadratic Mappings," Discussion Paper 2003-7, Tilburg University, Center for Economic Research.
    2. Brinkhuis, J. & Zhang, S., 2002. "A D-induced duality and its applications," Econometric Institute Research Papers EI 2002-34, Erasmus University Rotterdam, Erasmus School of Economics (ESE), Econometric Institute.
    3. Immanuel Bomze & Markus Gabl, 2021. "Interplay of non-convex quadratically constrained problems with adjustable robust optimization," Mathematical Methods of Operations Research, Springer;Gesellschaft für Operations Research (GOR);Nederlands Genootschap voor Besliskunde (NGB), vol. 93(1), pages 115-151, February.
    4. Bo Jiang & Simai He & Zhening Li & Shuzhong Zhang, 2014. "Moments Tensors, Hilbert's Identity, and k -wise Uncorrelated Random Variables," Mathematics of Operations Research, INFORMS, vol. 39(3), pages 775-788, August.
    5. Frank Lutgens & Jos Sturm & Antoon Kolen, 2006. "Robust One-Period Option Hedging," Operations Research, INFORMS, vol. 54(6), pages 1051-1062, December.
    6. Li Chen & Simai He & Shuzhong Zhang, 2011. "Tight Bounds for Some Risk Measures, with Applications to Robust Portfolio Selection," Operations Research, INFORMS, vol. 59(4), pages 847-865, August.
    7. Maziar Salahi, 2010. "Convex optimization approach to a single quadratically constrained quadratic minimization problem," Central European Journal of Operations Research, Springer;Slovak Society for Operations Research;Hungarian Operational Research Society;Czech Society for Operations Research;Österr. Gesellschaft für Operations Research (ÖGOR);Slovenian Society Informatika - Section for Operational Research;Croatian Operational Research Society, vol. 18(2), pages 181-187, June.
    8. Yongwei Huang & Shuzhong Zhang, 2007. "Complex Matrix Decomposition and Quadratic Programming," Mathematics of Operations Research, INFORMS, vol. 32(3), pages 758-768, August.
    9. Wenbao Ai & Yongwei Huang & Shuzhong Zhang, 2008. "On the Low Rank Solutions for Linear Matrix Inequalities," Mathematics of Operations Research, INFORMS, vol. 33(4), pages 965-975, November.
    10. Luis F. Zuluaga & Javier F. Peña, 2005. "A Conic Programming Approach to Generalized Tchebycheff Inequalities," Mathematics of Operations Research, INFORMS, vol. 30(2), pages 369-388, May.
    11. Luo, Z-Q & Sturm, J.F. & Zhang, S., 2003. "Multivariate Nonnegative Quadratic Mappings," Other publications TiSEM 77619783-0422-424b-8dc7-2, Tilburg University, School of Economics and Management.
    12. Lutgens, F. & Sturm, J.F., 2002. "Robust One Period Option Modelling," Discussion Paper 2002-114, Tilburg University, Center for Economic Research.
    13. Lutgens, F. & Sturm, J.F., 2002. "Robust One Period Option Modelling," Other publications TiSEM a5d55d83-4751-461f-8114-1, Tilburg University, School of Economics and Management.

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