106 search results - page 3 / 22 » On Quadratic Programming with a Ratio Objective |
OL
2011
13 years 9 days ago
2011
We consider sequential quadratic programming (SQP) methods for solving constrained nonlinear programming problems. It is generally believed that SQP methods are sensitive to the a...
OL
2007
13 years 4 months ago
2007
We propose an SQP-type algorithm for solving nonlinear second-order cone programming (NSOCP) problems. At every iteration, the algorithm solves a convex SOCP subproblem in which th...
EOR
2008
13 years 5 months ago
2008
Abstract. Portfolios of assets whose returns have the Gaussian mixture distribution are optimized in the static setting to find portfolio weights and efficient frontiers using the ...
ICCAD
1999
IEEE
13 years 9 months ago
1999
IEEE
This paper considers the problem of determining an optimal clock skew schedule for a synchronous VLSI circuit. A novel formulation of clock skew scheduling as a constrained quadrat...
ICRA
1995
IEEE
13 years 9 months ago
1995
IEEE
The optimal motion generation problem is solved subject to various actuator constraints while the motion is constrained to an arbitrary path. The considered objective function is ...