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Optimization of Univariate Functions on Bounded Intervals by Interpolation and Semidefinite Programming

Author

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  • de Klerk, E.

    (Tilburg University, Center For Economic Research)

  • Elfadul, G.E.E.

    (Tilburg University, Center For Economic Research)

  • den Hertog, D.

    (Tilburg University, Center For Economic Research)

Abstract

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Suggested Citation

  • de Klerk, E. & Elfadul, G.E.E. & den Hertog, D., 2006. "Optimization of Univariate Functions on Bounded Intervals by Interpolation and Semidefinite Programming," Discussion Paper 2006-26, Tilburg University, Center for Economic Research.
    • Handle: RePEc:tiu:tiucen:224cf14f-b76a-4803-a57d-37118d8185cc
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    File URL: https://pure.uvt.nl/ws/portalfiles/portal/777783/26.pdf
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    References listed on IDEAS

    as
    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).
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    Cited by:

    1. Ivanov, I.D. & de Klerk, E., 2007. "Parallel Implementation of a Semidefinite Programming Solver based on CSDP in a distributed memory cluster," Other publications TiSEM 9b41ff5e-2808-4d12-a58c-0, Tilburg University, School of Economics and Management.
    2. de Klerk, E. & den Hertog, D. & Elabwabi, G., 2008. "On the complexity of optimization over the standard simplex," European Journal of Operational Research, Elsevier, vol. 191(3), pages 773-785, December.
    3. Hayato Waki & Maho Nakata & Masakazu Muramatsu, 2012. "Strange behaviors of interior-point methods for solving semidefinite programming problems in polynomial optimization," Computational Optimization and Applications, Springer, vol. 53(3), pages 823-844, December.
    4. Laurent, M., 2009. "Sums of squares, moment matrices and optimization over polynomials," Other publications TiSEM 9fef820b-69d2-43f2-a501-e, Tilburg University, School of Economics and Management.
    5. Ivanov, I.D. & de Klerk, E., 2007. "Parallel Implementation of a Semidefinite Programming Solver based on CSDP in a distributed memory cluster," Discussion Paper 2007-20, Tilburg University, Center for Economic Research.

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