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Outer-product-free sets for polynomial optimization and oracle-based cuts

Mathematical programming, 2020-09, Vol.183 (1-2), p.105-148

2020

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Quadratic programs with hollows

Mathematical programming, 2018-08, Vol.170 (2), p.541-553

2018

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Set-completely-positive representations and cuts for the max-cut polytope and the unit modulus lifting

Journal of global optimization, 2020-04, Vol.76 (4), p.913-932

2020

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Convex hull results on quadratic programs with non-intersecting constraints

Mathematical programming, 2024-05, Vol.205 (1-2), p.539-558

2024

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Quadratic optimization with switching variables: the convex hull for n=2

Mathematical programming, 2021-08, Vol.188 (2), p.421-441

2021

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Degree-one Models and Cross Product Matrices

Proceedings of the 2018 1st International Conference on Mathematics and Statistics, 2018, p.50-54

2018

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Symmetries of a class of nonlinear third-order partial differential equations

Mathematical and computer modelling, 1997-04, Vol.25 (8), p.195-212

1997

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Convex relaxations of non-convex mixed integer quadratically constrained programs: extended formulations

Mathematical programming, 2010-07, Vol.124 (1-2), p.383-411

2010

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Semidefinite relaxations for quadratically constrained quadratic programming: A review and comparisons

Mathematical programming, 2011-09, Vol.129 (1), p.129-157

2011

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A Convergence Analysis of a Multistep Method Applied to an Advection-Diffusion Equation in 1-D

Computational Science and Its Applications – ICCSA 2020, p.3-18

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An eigenvalue decomposition based branch-and-bound algorithm for nonconvex quadratic programming problems with convex quadratic constraints

Journal of global optimization, 2017-03, Vol.67 (3), p.475-493

2017

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A Lagrangian–DNN relaxation: a fast method for computing tight lower bounds for a class of quadratic optimization problems

Mathematical programming, 2016-03, Vol.156 (1-2), p.161-187

2016

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The trust region subproblem with non-intersecting linear constraints

Mathematical programming, 2015-02, Vol.149 (1-2), p.253-264

2015

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Analysis of correlation based dimension reduction methods

International Journal of Applied Mathematics and Computer Science, 2011-09, Vol.21 (3), p.549-558

2011

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Convex relaxations for nonconvex quadratically constrained quadratic programming: matrix cone decomposition and polyhedral approximation

Mathematical programming, 2011-10, Vol.129 (2), p.301-329

2011

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A note on completely positive relaxations of quadratic problems in a multiobjective framework

Journal of global optimization, 2022-03, Vol.82 (3), p.615-626

2022

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A sensitive-eigenvector based global algorithm for quadratically constrained quadratic programming

Journal of global optimization, 2019-02, Vol.73 (2), p.371-388

2019

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The Global Optimization Geometry of Shallow Linear Neural Networks

Journal of mathematical imaging and vision, 2020-04, Vol.62 (3), p.279-292

2020

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Separation and relaxation for cones of quadratic forms

Mathematical programming, 2013-02, Vol.137 (1-2), p.343-370

2013

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Quadratic optimization with orthogonality constraint: explicit Łojasiewicz exponent and linear convergence of retraction-based line-search and stochastic variance-reduced gradient methods

Mathematical programming, 2019-11, Vol.178 (1-2), p.215-262

2019

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A new branch-and-cut algorithm for non-convex quadratic programming via alternative direction method and semidefinite relaxation

Numerical algorithms, 2021-10, Vol.88 (2), p.993-1024

2021

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Convex relaxations of non-convex mixed integer quadratically constrained programs: projected formulations

Mathematical programming, 2011-12, Vol.130 (2), p.359-413

2011

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Role of sparsity and structure in the optimization landscape of non-convex matrix sensing

Mathematical programming, 2022-05, Vol.193 (1), p.75-111

2022

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Semidefinite programming versus the reformulation-linearization technique for nonconvex quadratically constrained quadratic programming

Journal of global optimization, 2009-03, Vol.43 (2-3), p.471-484

Anstreicher, Kurt M.

2009

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Distributionally Robust Stochastic Knapsack Problem

SIAM journal on optimization, 2014-01, Vol.24 (3), p.1485-1506

2014

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Outer-product-free sets for polynomial optimization and oracle-based cuts

Quadratic programs with hollows

Set-completely-positive representations and cuts for the max-cut polytope and the unit modulus lifting

Convex hull results on quadratic programs with non-intersecting constraints

Quadratic optimization with switching variables: the convex hull for n=2

Degree-one Models and Cross Product Matrices

Symmetries of a class of nonlinear third-order partial differential equations

Convex relaxations of non-convex mixed integer quadratically constrained programs: extended formulations

Semidefinite relaxations for quadratically constrained quadratic programming: A review and comparisons

A Convergence Analysis of a Multistep Method Applied to an Advection-Diffusion Equation in 1-D

An eigenvalue decomposition based branch-and-bound algorithm for nonconvex quadratic programming problems with convex quadratic constraints

A Lagrangian–DNN relaxation: a fast method for computing tight lower bounds for a class of quadratic optimization problems

The trust region subproblem with non-intersecting linear constraints

Analysis of correlation based dimension reduction methods

Convex relaxations for nonconvex quadratically constrained quadratic programming: matrix cone decomposition and polyhedral approximation

A note on completely positive relaxations of quadratic problems in a multiobjective framework

A sensitive-eigenvector based global algorithm for quadratically constrained quadratic programming

The Global Optimization Geometry of Shallow Linear Neural Networks

Separation and relaxation for cones of quadratic forms

Quadratic optimization with orthogonality constraint: explicit Łojasiewicz exponent and linear convergence of retraction-based line-search and stochastic variance-reduced gradient methods

A new branch-and-cut algorithm for non-convex quadratic programming via alternative direction method and semidefinite relaxation

Convex relaxations of non-convex mixed integer quadratically constrained programs: projected formulations

Role of sparsity and structure in the optimization landscape of non-convex matrix sensing

Semidefinite programming versus the reformulation-linearization technique for nonconvex quadratically constrained quadratic programming

Distributionally Robust Stochastic Knapsack Problem

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