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Quantum computing for finance
Quantum computers are expected to surpass the computational capabilities of classical
computers and have a transformative impact on numerous industry sectors. We present a …
computers and have a transformative impact on numerous industry sectors. We present a …
A survey of quantum computing for finance
Quantum computers are expected to surpass the computational capabilities of classical
computers during this decade and have transformative impact on numerous industry sectors …
computers during this decade and have transformative impact on numerous industry sectors …
[PDF][PDF] Second-order cone programming
Second-order cone programming (SOCP) problems are convex optimization problems in
which a linear function is minimized over the intersection of an affine linear manifold with the …
which a linear function is minimized over the intersection of an affine linear manifold with the …
On implementing a primal-dual interior-point method for conic quadratic optimization
Based on the work of the Nesterov and Todd on self-scaled cones an implementation of a
primal-dual interior-point method for solving large-scale sparse conic quadratic optimization …
primal-dual interior-point method for solving large-scale sparse conic quadratic optimization …
Interior point methods for nonlinear optimization
IM Bomze, VF Demyanov, R Fletcher, T Terlaky… - … in Cetraro, Italy, July 1-7 …, 2010 - Springer
Interior-point methods (IPMs) are among the most efficient methods for solving linear, and
also wide classes of other convex optimization problems. Since the path-breaking work of …
also wide classes of other convex optimization problems. Since the path-breaking work of …
Lower bound limit analysis of cohesive‐frictional materials using second‐order cone programming
A Makrodimopoulos, CM Martin - International Journal for …, 2006 - Wiley Online Library
The formulation of limit analysis by means of the finite element method leads to an
optimization problem with a large number of variables and constraints. Here we present a …
optimization problem with a large number of variables and constraints. Here we present a …
Decentralized operation of interdependent power distribution network and district heating network: A market-driven approach
Combined harnessing of electrical and thermal energies could leverage their
complementary nature, inspiring the integration of power grids and centralized heating …
complementary nature, inspiring the integration of power grids and centralized heating …
Smoothing functions for second-order-cone complementarity problems
Smoothing functions have been much studied in the solution of optimization and
complementarity problems with nonnegativity constraints. In this paper, we extend …
complementarity problems with nonnegativity constraints. In this paper, we extend …
[KNYGA][B] Self-regularity: a new paradigm for primal-dual interior-point algorithms
Research on interior-point methods (IPMs) has dominated the field of mathematical
programming for the last two decades. Two contrasting approaches in the analysis and …
programming for the last two decades. Two contrasting approaches in the analysis and …
The mothership and drone routing problem
S Poikonen, B Golden - INFORMS Journal on Computing, 2020 - pubsonline.informs.org
The mothership and drone routing problem (MDRP) considers the routing of a two-vehicle
tandem. The larger vehicle, which may be a ship or an airplane, is called the mothership; the …
tandem. The larger vehicle, which may be a ship or an airplane, is called the mothership; the …