User independentvariable

16 votes

1 answer

474 views

Convexity of Variance Minimization

asked Sep 11, 2019 at 16:07

14 votes

2 answers

223 views

Solver rounding precision vs programming language rounding precision

asked May 31, 2019 at 23:00

14 votes

4 answers

2k views

CPLEX non-convex Quadratic Programming algorithms

asked Jun 15, 2019 at 23:45

14 votes

4 answers

4k views

YALMIP-like modeling environment in Python

asked Nov 19, 2019 at 14:38

13 votes

1 answer

1k views

Sum of Max terms maximization

asked Jul 1, 2019 at 21:41

12 votes

2 answers

1k views

Convex Maximization with Linear Constraints

asked May 30, 2019 at 22:42

12 votes

1 answer

761 views

Simplest way to eliminate redundant constraints due to a new cut

asked Jun 1, 2019 at 12:46

12 votes

4 answers

3k views

Citing CPLEX 12.9

asked Sep 25, 2019 at 19:21

11 votes

1 answer

331 views

Armijo Line Search Parameters

asked Nov 29, 2019 at 19:04

10 votes

2 answers

225 views

Global optimality condition of non-convex quadratic programs

asked Jun 24, 2019 at 16:05

9 votes

1 answer

200 views

Binary variable to count appearances

asked Sep 12, 2019 at 1:40

9 votes

2 answers

957 views

"Partial" Lagrangian Dual in LP

asked Dec 4, 2021 at 20:15

8 votes

2 answers

238 views

Is $\min \ x^3 \ \mathrm{s.t.}\ x \geq 0$ a convex problem?

asked Mar 31, 2021 at 15:38

8 votes

1 answer

184 views

Speed of convergence for minimizing Rosenbrock's function

asked Jan 4, 2020 at 11:50

8 votes

1 answer

279 views

O.R. Brainteasers

asked Nov 9, 2019 at 16:28

8 votes

2 answers

390 views

Convex Optimization: Separation of Cones

asked Jan 19, 2020 at 19:31

7 votes

1 answer

215 views

Ridge Regression lagrange duality

asked Feb 10, 2020 at 23:40

6 votes

3 answers

1k views

Academic Licenses of Baron & Knitro

asked Feb 20, 2020 at 23:37

6 votes

2 answers

769 views

Existence of Optimal Solution

asked Mar 12, 2020 at 23:51

6 votes

1 answer

202 views

Convexity of the variance of a mixture distribution

asked Jul 29, 2020 at 23:47

6 votes

0 answers

132 views

Cases where RLT/SDP relaxation does not work well with standard quadratic optimization

asked Aug 27, 2020 at 18:16

6 votes

1 answer

621 views

GUROBI Re-optimize a model

asked Jan 11, 2020 at 18:57

6 votes

1 answer

169 views

MPS file generation

asked Oct 29, 2019 at 15:43

6 votes

0 answers

58 views

Semi-definite Programming, non standard notation

asked Feb 4, 2020 at 2:36

5 votes

1 answer

147 views

Local minimization of a function over a line

asked Apr 19, 2020 at 23:46

5 votes

1 answer

152 views

Binary variable to indicate zero probabilities

asked Mar 22, 2022 at 17:09

5 votes

2 answers

1k views

Julia JuMP successive optimization

asked Apr 30, 2022 at 14:18

5 votes

3 answers

214 views

Randomly constructing a bounded ellipsoid

asked Jun 15 at 2:19

5 votes

1 answer

559 views

Single KKT solution for a simple problem: proof of being minimizer

asked Jan 1, 2020 at 16:46

5 votes

1 answer

883 views

CPLEX Python API

asked Jan 8, 2020 at 18:19

Stack Exchange Network

54 Questions

Convexity of Variance Minimization

Solver rounding precision vs programming language rounding precision

CPLEX non-convex Quadratic Programming algorithms

YALMIP-like modeling environment in Python

Sum of Max terms maximization

Convex Maximization with Linear Constraints

Simplest way to eliminate redundant constraints due to a new cut

Citing CPLEX 12.9

Armijo Line Search Parameters

Global optimality condition of non-convex quadratic programs

Binary variable to count appearances

"Partial" Lagrangian Dual in LP

Is $\min \ x^3 \ \mathrm{s.t.}\ x \geq 0$ a convex problem?

Speed of convergence for minimizing Rosenbrock's function

O.R. Brainteasers

Convex Optimization: Separation of Cones

Ridge Regression lagrange duality

Academic Licenses of Baron & Knitro

Existence of Optimal Solution

Convexity of the variance of a mixture distribution

Cases where RLT/SDP relaxation does not work well with standard quadratic optimization

GUROBI Re-optimize a model

MPS file generation

Semi-definite Programming, non standard notation

Local minimization of a function over a line

Binary variable to indicate zero probabilities

Julia JuMP successive optimization

Randomly constructing a bounded ellipsoid

Single KKT solution for a simple problem: proof of being minimizer

CPLEX Python API