Finite-time optimal control problems with quadratic performance index for linear systems with linear constraints can be transformed into Quadratic Programs (QPs). Model Predictive ...
Francesco Borrelli, Mato Baotic, Jaroslav Pekar, G...
Portfolio selection is a relevant problem arising in finance and economics. While its basic formulations can be efficiently solved through linear or quadratic programming, its mor...
Luca Di Gaspero, Giacomo di Tollo, Andrea Roli, An...
We present a general semidefinite relaxation scheme for general n-variate quartic polynomial optimization under homogeneous quadratic constraints. Unlike the existing sum-of-squar...
Abstract We show that a well-known linearization technique initially proposed for quadratic assignment problems can be generalized to a broader class of quadratic 0-1 mixed-integer...
Quadratic program relaxations are proposed as an alternative to linear program relaxations and tree reweighted belief propagation for the metric labeling or MAP estimation problem...